The corps provided few details about the cell, or the people arrested, in the slaying of Musa Noori, a prosecutor from Zabol.
Noori was shot to death in early November on his way to work.
The corps said the arrests were made during a "complicated intelligence operation," the Fars News Agency reporteds.
The guards discounted a statement of responsibility by a Sunni terrorist group, Jeish al-Adl, saying it contained erroneous information about the attack.
Authorities have said they could find no political motive for the attack.
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