The suspects are being held over terrorism links.
Rift Valley Regional Commissioner George Natembeya Monday morning confirmed the Sunday evening arrests, saying the suspects are being interrogated by detectives.
The motive of the attempted forced entry into the British Army Training Unit in Kenya (Batuk) remains unclear but the three are suspected to have been spying on it.
“They tried to force their way there but they could not. So they were tracked down. They just had cameras I think but we are still interrogating them to find out the truth,” Mr Natembeya said by phone.
According to reports, the three had tried to enter the army base and failed but were caught on surveillance cameras.
The army base is said to have circulated the footage with local law enforcers who tracked down the suspects.
They were arrested at around 5pm near Nanyuki Police Station, a few metres from the army base.
Local police are yet to give further details on the identities of the suspects or their origin but top security officials are said to be holed up in a security meeting in Nanyuki town.
The arrests came on the same day that Somalia’s al Shabaab militant group attacked a military base in Manda Bay, Lamu County used by both US and Kenyan forces, leaving three Americans dead.
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