A coup for the US-backed police force, the arrests come amid a backlash against a heavy crackdown by occupation troops, with six people killed in car bombings on Thursday.
"We have arrested several suspects in connection with the attack and we are interrogating them," police chief and deputy interior minister Ahmad Kazem Ibrahim told reporters.
He said the masterminds of the attack "came from outside Iraq" and were "well informed", but declined to give more details.
Ibrahim criticised the United Nations for hiring security guards without consulting with Iraqi police.
"After the attack, he said, we found out that five of the guards were former 'mukhabarat'," the security service of toppled president Saddam Hussein.
He said the five were freed after interrogation.
The UN's top envoy in Iraq, Sergio Vieira de Mello, was among those killed in the bombing, which also left more than 150 wounded.
Vieira de Mello's successor, Ramiro Lopes da Silva, and his security chief have been relieved of their duties pending a review of security lapses before the bombing.
The United Nations drew down its foreign staff in Iraq after another attack on the International Committee of the Red Cross offices in October.