The three were arrested in the Paris suburbs of Mureaux and Mantes-la-Jolie, home of Abballa who was shot dead by police after killing the couple at their home on June 13.
Police couple killer seen with aborted church attack suspect
One of the three is on France's national security watchlist.
They are suspected of spying on a police event in the Yvelines region west of Paris, one of the police sources said.
Investigators are examining whether they had any connection to the twin killing of Jean-Baptiste Salvaing and Jessica Schneider at their home in Magnanville, also in Les Yvelines.
French policeman killed in fresh terror attack
Abballa, 25, claimed allegiance to the Islamic State group.
Two other men linked to Abballa were charged and detained by an anti-terror court on Saturday.
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