The three men, the third of whom was Moroccan, were arrested on Thursday in Madrid and were being questioned by police, a court official said on Friday.
Earlier on Friday, six Moroccan suspects were released after being cleared of involvement.
Interior Minister Angel Acebes said all three of the new detainees knew other suspects in the case, and the Moroccan had raised suspicion by disappearing from public view on the day the attacks.
Twenty-one people including 15 Moroccans are being held in connection with the attack, which killed 191 people and wounded 1900 three days before Spain's general election.
In a videotape recovered after seven suspected train bombers blew themselves up rather than surrender on 3 April, three men promised more attacks in the name of al-Qaida unless Spain withdrew its troops from Iraq and Afghanistan.
That would make the train bombings the first attack in the West linked to al-Qaida since the 11 September strikes on the United States in 2001.
Of the 19 hijackers in the attacks on New York and Washington, 15 are believed by the US to be of Saudi origin and one Egyptian.
Acebes said it was too early to assign significance to the fact that suspects have been arrested from those countries.
The Egyptian and the Saudi were detained "in order to determine what level of relationship or hypothetical participation they had, or if there was any collaboration," said Acebes.
Most of the core suspects to date in the Madrid probe have been Moroccan, although authorities say one Tunisian and one Syrian also played central roles.