Anwar began serving a nine-year
jail term in April
A fourth supporter was also technically released from detention, but remains in prison on separate charges.
A Home Ministry official in charge of internal security, said in a statement they decided not to extend the two-year detentions under the Internal Security Act (ISA).
Three of the detainees were freed without any condition, said Cynthia Gabriel, Executive Director with Rights Group Voice of the Malaysian People (SUARAM).
The freed detainees are Vice President of the Opposition National Justice Party (Keadilan) Tian Chua and reform activists Saari Sungib and Hishamudin Rais.
Wan Azizah Wan Ismail, Anwar's wife, heads Keadilan.
The ISA allows detention without trial and the standard two-year detention orders can be renewed indefinitely.
Keadilan's Youth leader Mohammad Ezam Mohammad Noor was "technically" released under the ISA, but has to complete a sentence for breaching the Official Secrets Act.
A senior Malaysian official said two other detainees, Lokman Adam and Badrulamin Bahrom, would be released when their terms expire on 12 June.
The six were first detained in April 2001. Earlier, about 200 activists and family members assembled outside the detention camp in northern Perak state.
Malaysia has come under mounting international pressure to charge or release the detained opposition figures. Fourty six members of Denmark’s parliament issued the latest in a series of petitions to the Malaysian government.
They joined parliamentarians from Britain, Japan, the Netherlands and a group of 40 Islamic scholars who have pressed Prime Minister Mahathir Mohammad to release the six men.
Critics accuse the government of using the ISA to stifle political opposition.
Anwar, who was expected to succeed Mahathir, says he was framed to prevent a political challenge to the premier, an allegation the government denies.
He began serving a nine-year prison term for sodomy in April after completing four years in prison on a corruption charge.