Investigators said one of the men was a "person of interest" in the killing of Jeffrey Westerfield, 47. All three were arrested Sunday afternoon at a house about a block from the shooting.
Lake County Sheriff John Buncich said no one had been charged Sunday evening. He said the arrests followed a "series of tips."
Police Chief Wade Ingram said a passing motorist called 911 shortly before 6 a.m. Sunday to report that a police officer "seemed unresponsive."
Denise Cather, Westerfield's fiancee, said they planned a dinner out Sunday to celebrate his birthday.
"Wake up, look out your window and see six squad cars outside your house? You pretty much know what happened,'' Cather told WGN-TV. "That's a way to wake up, right?"