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.
Possession of satellite phone without authorisation is not allowed in the country.
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.