The authorities said the arrests followed a meeting between the acting deputy inspector general of police, Tariq Saleem Dogar, and the governor of Punjab province, Muhammad Safdar.
Earlier, it was reported that two senior police officials had been transferred with immediate effect following the death of Ishaq Billa while in police custody.
They were named as Mohammad Iqbal Malik, deputy inspector general of police and senior superintendent of police, Saud Aziz.
It is not known if they among the three officers arrested.
Ishaq Billa was being interrogated at the headquarters of Pakistan's crime investigation centre when "he suddenly jumped from the third storey of the building," police said.
Reports say that a post-mortem carried out on the man suggest that force may have been used against him.
He was being questioned at the time about his role in the murder of up to 100 children by a self-confessed serial killer, Javed Iqbal.
Police said Mr Billa was suspected of selling acid to Mr Iqbal. The remains of two children were found inside vats of acid in Mr Iqbal's house.
Missing children
Before his death, Ishaq Billa had been officially named as a suspected accomplice to the murders, and police quoted in the Pakistani press had talked about him being "a hard nut to crack".
Witnesses who saw Ishaq Billa's body hit the ground say he died instantly, and did not appear to have been wearing handcuffs at the time.
Police said he had been taken in for questioning after the arrest of two other suspects, said to be colleagues of Mr Iqbal.
Mohammad Sabir and Zafar Ahmed are reported to have told the police they were "partners in the crime". One report says they "confessed" to sexually abusing some of the children.
The police say they are still unable to locate Javed Iqbal, who last week wrote a letter to a newspaper in Lahore saying he had killed around 100 boys.