The arrests bring to 18 the number of people detained for the deadliest bombing attack in Europe in 15 years.
The five are suspected of collaborating in the bombing plot but are not believed to have had a central role, court sources said. Three of the arrests were made on Wednesday and two on Thursday.
Thirteen of the 18 suspects in custody are from Morocco and investigators suspect the attacks were carried out by Islamist rebels linked to Usama bin Ladin's al-Qaida network.
One Spaniard has been arrested for allegedly helping the perpetrators steal dynamite used to make the bombs. Court sources said they believe a second Spaniard may have also helped steal the dynamite.
The Madrid blasts claimed 190
Two of the latest arrests were in Ugena, a town near the historic city of Toledo south of Madrid, and the third suspect was picked up in Madrid.
Police also searched two homes and one business in Madrid on Wednesday night as part of the investigation, which involves hundreds of agents from 25 separate law enforcement teams.
In addition to the 190 deaths, about 1900 people were wounded when 10 bombs exploded at roughly the same time on four packed commuter trains on the morning of 11 March.
The attack helped tilt the 14 March general elections to the opposition Socialist Party.
A man claiming to be a spokesman for al-Qaida in Europe claimed responsibility for the attacks in a videotape that surfaced on election eve.
Many Spaniards believe their capital was targeted in revenge for their government's support of the invasion in Iraq, which was already an unpopular policy at home.
Voters handed the ruling party a shock defeat in the elections held just three days after the attack.