There were no reports of casualties at the National Congress Party (NCP) building in Wau, and police later freed the three politicians.
The SPLM joined the government in 2005, ending a 22-year north-south conflict.
But tensions between the SPLM and their power-sharing partner the NCP have been rising ahead of next year’s elections.
‘We want freedom’
The vote will be the first presidential, parliamentary and local elections in 24 years.
Monday is the final day for voters to register for the election, and the government declared it a public holiday in an effort to encourage a good turnout.
But the SPLM and the NCP have failed to agree on changes to the election laws.
And about 20 opposition parties called for a gathering in front of the parliament building in the capital to demand electoral reform.
Hundreds of demonstrators turned out, watched by lines of armed police.
The AFP news agency reported that demonstrators marched through
Source: BBC