"They have been arrested on suspicion of conspiracy to commit aggravated assault and unlawful threats," said Lars Byström at Stockholm police.
The three were taken into questioning on Friday and were formally arrested later in the evening.
Lars Byström declined to comment on media reports that the three were linked to neo-Nazi group the Swedish Resistance Movement (Svenska motståndsrörelsen – SMR).
"I can confirm that a police operation has been conducted near the Expressen office building, but I also want to be clear that all attempts to threaten and commit violence against Expressen and other media merely results in more journalism," he said.
Expressen, whose offices in the same building as Dagens Nyheter, has published a series of articles on the Swedish Resistance Movement and the Party of the Swedes (Svenskarnas parti) in the course of the past week.
"Since 1944 it has been our mission and conforms with our idea of journalism to bring attention to xenophobia," Expressen's editor-in-chief Thomas Mattsson said in a comment to the TT news agency.
The Swedish Resistance Movement is recognised as one of the key members of the white power movement in Sweden and their publication material openly praises the life of Adolf Hitler.
Four of the group's members were jailed in June 2014 for their part in the clashes in Stockholm suburb Kärrtorp in December 2013.