The three suspects were led into a Bombay court and identified as Mohammed Khalid Ajiz, Mohammed Kalam Ansari and Mumtaz Ahmed Chowdhury. A judge then ordered them held in custody for 10 days.
Prosecutors said the arrests were made in an effort to learn more about the series of blasts that ripped through Bombay's commuter rail network, killing 207 people and wounding another 800.
Two of the suspects were arrested in the northern state of Bihar and flown to Bombay on Thursday, said Bihar police chief Ashish Ranjan Sinha.
Senior Bombay police officer Kishan Shringanre confirmed that a third man had been arrested, and the NDTV news channel reported that he had been picked up in Bombay.
Sinha said further details on the arrests would be released in a briefing later Friday in Bombay.
Investigators have detained hundreds of people across the country for questioning since the July 11 bombings, but the three were the first to be formally arrested.
Police and officials have repeatedly suggested Islamic militants fighting Indian rule in Kashmir were behind the blasts and have accused Pakistan of involvement.
Kashmir is a predominantly Muslim Himalayan territory divided between India and Pakistan, and is claimed in entirety by both nuclear-armed countries.
Pakistani President Pervez Musharraf vehemently denied any Pakistani role in a televised speech Thursday.
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