The members of the banned militant outfit were picked up from Dhaka’s Fakirapool around 5pm on Thursday, the elite police unit’s spokesperson Maksudul Alam said.
The other two arrested are its media wing members Julhas Biswas and Jafran Al Hasan.
Roy, who wrote against religious extremism, was hacked to death in Dhaka University’s TSC around Feb 26.
On May 12, blogger Ananta Bijoy Das was killed in the same manner in Sylhet.
Law enforcers suspected Ansarullah Bangla Team’s involvement in the murders from the start.
RAB claimed a five-man hit squad of the banned militant outfit carried out the murders.
Bangladeshi-origin British citizen Touhidur Rahman, Aminul Mallik, Ariful Islam, Jakirul Prokash and Sadek Ali Mithu, all detained in jail, are suspected to have been on the team.
Rahman was allegedly the mastermind behind the operations.