The men, aged 21, 22 and 27, were arrested at addresses in London by officers from Operation Arrowtip, which targets football-related crime, Scotland Yard said.
So far 23 people have been arrested in relation to violence at the last-four encounter at Wembley Stadium on April 13, during which Millwall fans attacked police and fought among themselves inside and outside the ground.
A further 17 pictures have been released of people at the match who police want to speak to.
Detective Chief Inspector Andy Barnes said: "Large-scale violence and disorder at football matches is completely unacceptable. People attending matches expect to be able to do so in a safe and friendly environment.
"We have had an excellent response from the public, who have identified people in nine of the 10 images already released. Some have since handed themselves in to police, and to date, we have arrested 23 people. Three have been charged.
"The investigation team is working through many more calls and CCTV to identify all those involved in the disorder. We expect to make further arrests.
"Our message is clear. Violence at football is unacceptable. If you were involved in the violence come forward and speak with us. We will pursue all those responsible."
Anyone with information about the violence or who recognises the people in the pictures is urged to call police on 020 8246 0076 or Crimestoppers on 0800 555111.