The two suspects from Saudi Arabia were identified as Al Talal Mohammad and Al Samri Mohammad, both in their 40s, they said.
The other suspect is Syed Mohsin (41), a resident of Telangana.
They were staying a hotel in Pokhran in Jaisalmer district and were detained after a tip-off this morning, Jaisalmer Superintendent of Police Gaurav Yadav said .
He said that a satellite phone was recovered from them and they will be interrogated by a joint interrogation team of military intelligence and Jaisalmer police.
Pokhran police station SHO Manak Ram Bishnoi said that the trio were detained after a joint operation by military intelligence and Jaisalmer police.
They were hatching a conspiracy to disturb peace and harmony, he added.