The three included a brother of the jailed leader of the opposition Democratic Party, Makhmadruzi Iskandarov, said the party's deputy chief, Rakhmatullo Valiyev, when contacted by AFP.
The detentions occurred after the activists, some carrying placards, attempted to gather at the justice ministry to protest a decision to legally recognise a break-away wing of the Democratic Party.
The protest was immediately dispersed by plain clothes officers, apparently from the state security forces, said the chairman of the opposition Social Democratic party, Rakhmatillo Zoirov.
Tajik President Emomali Rakhmonov is expected to prolong his rule on Monday in a presidential vote whose fairness has been questioned by election observers from the Organisation for Security and Co-operation in Europe (OSCE).
The break-up of Saturday's protest demonstrates "that the authorities are afraid of democratic actions," Zoirov said.
"It shows the weakness and fear of the state authorities," he told AFP.
Security was stepped up in the capital ahead of the vote, with an increased police presence.
Rakhmonov, who has been courted by the United States as an ally in the making, has been head of state since 1992 and was first elected president in 1994.
Iskandarov was sentenced to 23 years in jail last year on terrorism-related charges in a court case that rights groups said did not meet international standards.

Copyright AFP (Agence France-Presse), 2006