On Tuesday, an official in the western border region said the three were being questioned for entering Iran illegally.
But Foreign Ministry spokesman Hassan Qashqavi said the reports of the arrests were still being investigated.
The Americans' families say they must have strayed over the poorly-marked border while hiking in Iraqi Kurdistan.
US Secretary of State Hillary Clinton has called on Tehran to return them as quickly as possible.
"There have been contradictory and vague reports on their arrest in Iran," Mr Qashqavi told Iranian state radio. "I cannot confirm or deny the arrests until further investigation."
On Tuesday, Iraj Hassanzadeh, the deputy governor of Iran's Kurdistan province, told Iranian news agencies that three Americans were arrested on the Malakh-Khor border, near the town of Marivan.
"We don't know whether they are tourists or not. We are questioning them," he said.
The Americans were named by relatives as Shane Bauer, a Middle East-based freelance journalist from Minnesota, his girlfriend, Sarah Shourd, and Joshua Fattal from Pennsylvania, whose father is Iraqi.
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