Police said that the detained migrants were headed for Delhi but were intercepted due to the quick action from the special branch.
Two out of the three detainees are minor girls, travelling with an adult male. He has been identified as Mohammad Faruq.
Initially, Faruq was suspected to have been involved in human trafficking and part of a nexus, police said.
However, during their interrogation it came to light that they were residents of Myanmar and had crossed the borders to enter India.
The three were arrested by personnel of beat police and special branch after they received information about them roaming around the Siddhi Ashram area, informed officials of the Amtali police station.
According to officials, the three are being kept at the police station and are undergoing interrogation.
Faruq accompanied the two girls as they were on their way to meet a sister residing in Delhi.
Meanwhile, no objectionable materials were found from their possession, informed police, adding that the trio will be produced before a court tomorrow.