The three US nationals - Shane Bauer, Sarah Shourd, and Josh Fattal - were arrested after crossing into Iran via Iraq's Kurdish region a day earlier.
The arrests came after the three visited the mountainous resort region of Ahmed Awaa, about 90km northeast of the city of Sulaimaniyah.
The state-owned Al-Alam television said on Saturday the group were arrested "after they infiltrated through the Iraqi border".
A fourth American, Shon Meckfessel, originally with the hiking party, stayed in Sulaimaniyah due to illness, Beshro Ahmed, a media adviser for the general security department in Iraq's autonomous Kurdish region, said.
Falah Mustafa, foreign policy chief for the Iraqi Kurdistan government, said: "They were interested in going up the mountain and after that they walked down the other side, which is the Iranian side.
"Because they don't know the area, they entered Iran's lands," he said. There is no clear border marker between Iran and Iraq at Ahmed Awaa.
Ahmed said: "The [Kurdish] tourist police in the area asked them not to climb the mountains because the Iranian border was very close.
"On Friday, they went close to the mountains, and climbed them. Then they called their friend in the hotel telling him that they were arrested by Iranian forces at the border."
"Shaun was in the hotel and he called the US embassy in Iraq to tell them about this information, and the Americans came to the hotel and took him."
Ahmed said the group had originally been in Syria before going to Turkey and eventually crossing the Turkey-Kurdistan border.