The arrests came 12 days after assailants with grenades and automatic rifles struck La Terrasse, a favoured nightspot among Westerners in Bamako, killing three Malians, a Frenchman and a Belgian.
"Two major links in the organisation of the deadly attack on the restaurant-bar La Terrasse were arrested on Wednesday and during the night by the special forces of Mali's intelligence agency," a government source said, adding that a third suspect had also been detained.
Eight people, including two Swiss nationals, were wounded in the attack, which marked the first time armed Islamists had targeted Westerners in the city of 1.8 million people.
The second government source said one of those arrested, who works for a private transport company, was the "principal liaison agent" in the capital with the jihadists based in Mali's northern desert.