The report by IRNA said intelligence officers found the suspects in athe Kurdish city of Mahabad, the city where the bombing killed 12 spectators and injured dozens.
The report did not identify the detainees but said they were affiliated to the Koumaleh militant group, which has been fighting Iranian forces for decades.
It also implied that the group has had links to the West and Israel.
Kurdish militant groups occasionally attack government troops in their regions in what they describe as a struggle for Kurdish rights.