The third person, whose nationality was not disclosed, was the friend of an Indonesian woman who was detained earlier in the day in connection with the killing of Kim Jong Nam at the airport in the Malaysian capital on Monday, police said.
"He was detained to facilitate investigations as he is the boyfriend of the second suspect," said Abu Samah Mat, the police chief in Selangor state, told Reuters.
The Indonesian woman was remanded in custody for seven days along with another woman, who held a Vietnamese travel document, who was caught trying to leave the country through the budget airline terminal of Kuala Lumpur airport on Wednesday, the Bernama state news agency reported.
Kim Jong Nam, 46, was assaulted at the same airport on Monday with what was believed to be a fast-acting poison as he was about to leave on a flight to Macau.
He sought help, collapsed and died on his way to hospital.
Lawmakers in South Korea earlier cited their spy agency as saying it suspected two female North Korean agents had murdered Kim. U.S. government sources also said they believed North Korean assassins were responsible.
Kim Jong Nam had spoken out publicly against his familys dynastic control of the isolated, nuclear-armed state, and he had also expressed fears for this safety.
South Koreas intelligence agency told lawmakers in Seoul that the young, unpredictable North Korean leader had issued a "standing order" for his elder half-brothers assassination, and that there had been a failed attempt in 2012.
North Korean agents have killed rivals abroad before.
The Indonesian woman was alone when she was apprehended, police said. Her passport bore the name Siti Aishah, and gave her date of birth as Feb. 11, 1992, and place of birth as Serang, Indonesia. The Indonesian foreign ministry said it had requested consular access to the woman.
The first suspect detained had travel documents in the name of Doan Thi Huong, with a birth date of May 1988 and birthplace of Nam Dinh, Vietnam.
North Korea has made no public reference to Kim Jong Nams death, and calls to the embassy in Malaysia were unanswered.
But a source in Beijing with ties to both the North Korean and Chinese governments told Reuters that North Korea was not involved in his killing, and had no motive.
"Kim Jong Nam has nothing to do with (North) Korea," the source said. "There is no reason for (North) Korea to kill him."
"(North) Korea is investigating," the source said when asked why there has been no publicly denied involvement, adding that North Korea wanted the body returned.
There was also no mention of Kim Jong Nams death in North Korean state media, as of early Thursday.
At midnight on Wednesday, North Korean leader Kim Jong Un visited the Kumsusan Palace of the Sun to mark the birthday of his father, the late leader Kim Jong Il, who died in 2011.
The late leader was also the father of Kim Jong Nam. The two had different mothers.
Malaysian police said Kim had been at the airport to catch a flight to Macau on Monday when someone grabbed or held his face from behind, after which he felt dizzy and sought help at an information desk.
"The cause of death is strongly suspected to be a poisoning attack," said South Korean lawmaker Kim Byung-kee, who was briefed by his countrys spy agency.
Malaysian authorities rebuffed North Korean officials efforts to stop an autopsy being carried out on Kim, three Malaysian government sources familiar with the stand-off told Reuters.
Speaking to reporters on Thursday, a Malaysian government leader said he believed the police had received a request from North Korean officials for the body, and it could be eventually released to the North Korean embassy.
"After all the police and medical procedures are completed, we may release the body to the next of kin through the embassy," Deputy Prime Minister Ahmad Zahid Hamidi said.
According to South Koreas spy agency, Kim had been living with his second wife, under Beijings protection, in the Chinese territory of Macau, South Korean lawmakers said.
One of them said Kim also had a wife and son in Beijing.
In Beijing, a foreign ministry spokesman said on Wednesday China was aware of reports of the murder and was closely following developments.