The three -- a local correspondent, a cameraman and a photographer -- were released uninjured to members of the pro-Kurdish Democratic People's Party (HDP) in the same area where they were taken, the agency reported.
But their equipment was taken by the militant group which has been fighting against the Turkish state since 1984.
Anatolia said that the incident occurred in Nusaybin in Mardin province, where the security forces have been conducting a vast operation aimed at flushing PKK rebels out of the area.
The border town of Nusaybin has been a hotspot in the fighting that flared up again between Turkish forces and the PKK after a fragile two-and-a-half year truce fell apart in July.
In recent days, Turkey has taken its fight against Kurdish fighters across the border into Syria, where it has been bombarding a Kurdish-led coalition that has been making territorial gains within striking distance of Turkey.
Turkey, which fears the creation of a Kurdish stronghold along its border with Syria, insists it is acting in "legitimate defence".