A source close to the investigation said three men arrested at the weekend had admitted participating in ambushes in August against police stations and a building housing UN workers.
"Three masterminds of recent attacks against the UN mission in Mali were arrested by Malian special forces in the night from Saturday to Sunday," a defence ministry statement said.
The suspects are Malian citizens from the south, although one is of Ivorian origin while another originates from Burkina Faso.
The authors of the threat affirmed their intention to "begin with the French journalists and those working for France, which is the main enemy of Islam".
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A search conducted at the home of one of the suspects had uncovered a large consignment of weapons, including grenades, the ministry said.
Sources close to the investigation told AFP a further two suspected jihadists were arrested on Tuesday as part of ongoing enquiries.
Mali's north came under the control of jihadist groups with links to Al-Qaeda who imposed a brutal version of Islamic sharia on locals in 2012.
A move south towards the capital by the extremists prompted France to intervene in January 2013, pounding their positions in the north.
While their organisational structure has been smashed, small pockets of armed Islamists have managed to remain active, and continue to carry out deadly attacks.