The army, navy and police were involved in the raids in and around the capital, Colombo, said Brigadier Daya Ratnayake, a ministry spokesman said on Sunday.
Eleven men and one woman were arrested.
"They are being interrogated, but at this moment of time we don't want to say anything," Ratnayake said.
A state of emergency went into effect within hours of the killing of the heavily protected Kadirgamar, shot by suspected Tamil Tiger snipers on Friday evening at his home after taking a swim.
Kadirgamar, 73, an ethnic Tamil who led efforts to ban the Tigers as a terrorist organisation but later backed peace efforts, was shot in the head and chest.
Soldiers have been scouring the capital for suspects, searching homes and stopping cars, and military aircraft have been covering Tamil Tiger territory.
The rebels have denied any responsibility for the shooting, a claim discounted by the government.