Police obtained a court order to detain them for four days while they're investigated for indecent behaviour, said Sabah state police chief Jalaluddin Abdul Rahman.
Two siblings from Saskatchewan and a Dutch male surrendered themselves at a police station in Sabah on Tuesday evening, he said. A British woman was detained at a Sabah airport earlier Tuesday while trying to fly to Kuala Lumpur.
Malaysia's Foreign Affairs Ministry earlier identified the siblings to The Canadian Press as Lindsey Petersen and Danielle Petersen.
Lindsey Petersen, an engineering graduate from the University of Regina, has detailed his travels throughout Asia over the last seven months on Facebook. When his sister joined him in Bali in April, he referred to them as the ``dynamic duo.''
The pair were believed to be part of a group of 10 people who stripped naked before taking photos at Mount Kinabalu on May 30.
A magnitude-5.9 earthquake Friday sent rocks and boulders raining down the trekking routes on the 4,095-meter-high mountain in Sabah on Borneo island, killing 18 climbers.
The victims were nine Singaporeans, six Malaysians and a Filipino, a Chinese and a Japanese national.
The quake damaged roads and buildings, including schools and a hospital on Sabah's west coast. It also broke one of the twin rock formations on the mountain known as the "Donkey's Ears."
Sabah Deputy Chief Minister Joseph Pairin Kitingan has blamed the tragedy on the foreigners for showing "disrespect to the sacred mountain" by posing naked at the peak. He has said a special ritual will be conducted to "appease the mountain spirit."
The Department of Foreign Affairs said on Sunday that it was assisting two Canadians barred from leaving Malaysia.
— with files from The Canadian Press