Authorities detained the activists from Britain, Spain and Germany Saturday - one day before the conference commemorating Politkovskaya's murder.
Russia's Interfax news agency quotes a police official as saying the foreign nationals were detained on suspicion that they did not have the required temporary residence registration.
Politkovskaya was a fierce critic of President Vladimir Putin and wrote about human rights abuses in Chechnya. She was gunned down outside her Moscow apartment on October seventh of last year.
More than 60 celebrities and dignitaries signed a letter that appeared in today's "The Times" of London calling on Russia to bring the killers of the investigative reporter to justice, and to protect journalists.
The letter comes ahead of a rally planned in Moscow by opposition groups led by former Prime Minister Mikhail Kasyanov on the anniversary of Politkovskaya's death.
The main conference in memory of Politkovskaya had been planned for Friday and today in Nizhny-Novgorod. It was cancelled because the bank handling the organizers' finances blocked payments for the meeting site, and several hotels canceled their reservations. But human rights campaigners and opposition groups decided to meet anyway to mark the anniversary.
Russian authorities have so far detained 10 people in connection with Politkovskaya's murder. Two were later released.
Russia's top prosecutor has alleged that a Chechen émigré masterminded the shooting.