Diane Jones, 21, and her daughters Shauna, two, and Sara Jane, 18 months, died trapped in their blazing council house on the Gurnos estate at Merthyr Tydfil, Mid Glamorgan.
The children's father, Shaun Hibberd, was in Cardiff Prison when the fire was started.
South Wales police said three local women, aged 26, 24 and 16 years, and a 32-year-old man were detained at two local addresses early yesterday, in connection with the deaths on October 11 last year.
"They are currently being held in police custody pending questioning," said a police spokeswoman.
It is understood the four were taken to police stations outside the town. Police said the suspects were not related to each other, or to the victims.
Police launched a murder inquiry after it was discovered that the fire was started deliberately with petrol. Officers interviewed hundreds of residents and took blood samples from local men during the investigation.
Feelings have been running high on the estate since the tragedy and Superintendent Brian Everleigh, divisional commander of South Wales Police, appealed for calm last night: "We are well aware that this is a very emotional time. I appeal to the people of the Gurnos to stay calm and let us get on with the job."
Five houses on the estate were under police guard and Supt Everleigh urged restraint: "Do not try to take out any revenge on families or properties."
Police said the four people arrested would be held in custody overnightReuse content