Naval spokesperson Commander Kosala Warnakulasuriya said they were arrested off the southern coast of Hikkaduwa and were taken to the port in Galle where they were handed over to the police's Terrorism Investigation Division.
A boat carrying them had left the Kochi port, he said.
The Kochi police last month arrested Sri Lankan natives when they were about to board a vessel bound for Australia.
The risky voyages to Australia carrying Sri Lankan asylum seekers happen often despite deterrent action jointly launched by Sri Lankan and Australian authorities.