The students will be taken to a magistrate's judge on Sunday, Zagreb Police Department chief Gordana Vulama said.
She added the students, one male and two female, were arrested after citizens reported what they were doing.
The students came to Zagreb as part of a group of some 30 students to see the "Dora Maar and Picasso" exhibition.
Vulama said citizens who were on Ban Jelacic Square when the incident happened showed disapproval, and that at one moment one person started shoving the students. She added that no one was injured.