The arrests came after police received reports of suspected prohibited items discovered in a piece of checked luggage and two carry-on bags during security checks, Bangkok Post reported.
The checked luggage, belonging to a 15-year-old girl bound for Canada, was found to contain a prohibited item suspected to be brass knuckles, the South China Morning Post reported.
Suspected pepper spray canisters were discovered in the carry-on bags of a 16-year-old and a 21-year-old woman flying to the U.S.
All three were later released on bail pending further investigation.
In Hong Kong, carrying unauthorized weapons in either checked or carry-on baggage is punishable by up to five years' imprisonment.
Hong Kong International Airport was named "Asia's Leading Airport" at this year's World Travel Awards.