Television and film actor Gregory Wong Chung-yiu and pro-democracy activist Ventus Lau Wing-hong were taken to police stations after officers visited their homes in an early morning swoop, the South China Morning Post reported.
Passion Times, a news site run by the localist party Civic Passion, also said one of its reporters, Ma Kai-chung, had been arrested.
The arrests relate to a watershed episode in the anti-government protests, when demonstrators splintered off from a peaceful march on July 1 to break into the unguarded Legislative Council and vandalise the complex.
Pro-democracy group Demosisto said that police arrived at Wong's home at around 7 a.m. and he was taken to Wan Chai police headquarters.
Wong is a vocal supporter of Hong Kong's pro-democracy movement and was seen on a number of authorised protests in the past few months, including on July 1.
An estimated 550,000 people marched on July 1, a date marking Hong Kong's return to Chinese rule in 1997.
Plans were afoot for various anti-government demonstrations for National Day on Tuesday - when China will mark the 70th anniversary of Communist Party rule - after pro-democracy group Civil Human Rights Front's application for a march was rejected by police.
Hong Kong has emerged from 17 straight weekends of protest, triggered by the now-withdrawn extradition bill, which would have allowed criminal suspects to be sent back to mainland China.
( With inputs from IANS )