Three Hong Kong pro-democracy lawmakers were arrested and then released Monday over their involvement in mass protests for free elections, the latest targets of a police probe campaigners say is tantamount to intimidation.

Police have vowed to investigate the "principal instigators" of the street blockades that ended in December when rally camps were cleared.

Albert Ho and Helena Wong, both of the Democratic Party, and lawmaker Charles Mok, voluntarily turned themselves in at Wan Chai police headquarters Monday morning on the request of the police.

Ho and Wong held up small paper yellow umbrellas -- the symbol of the democracy movement -- as they went into the police station while supporters carrying umbrellas and placards shouted "We want universal suffrage".

Wong said after her release that police showed her a video and two Facebook photos taken during the protests to illustrate that she had participated in an "unauthorised assembly". Ho said he was questioned over the same allegations.

Both Wong and Ho said the possibility of future charges remained.

"I think this is a kind of political prosecution against those who fight for true democracy," Wong added.

Mok, who turned himself in later at noon, was released in the afternoon.

A number of protest leaders have already been arrested only to be released without charge -- including prominent student leaders Joshua Wong and Alex Chow -- in a controversial procedure which they say is harassment.

The street protests, which began in September and lasted for more than two months, kicked off after Beijing said that candidates for the 2017 vote for Hong Kong's next leader would be vetted by a loyalist committee.

Campaigners have described the decision as "fake democracy", but Hong Kong's leadership says that any public vote must take place within Beijing's framework and has granted no concessions over the election process.

"These pre-arranged arrests are a waste of resources and money," former lawmaker Audrey Eu told supporters before handing herself in.

"The police are trying to intimidate Hong Kong people," she added, saying that she was being brought in for inciting and organising an unauthorised assembly.

Eu was was later released.

Former lawmaker and veteran campaigner Martin Lee was also released without charge after voluntarily turning himself in, but said he would not be surprised if he was charged in the future.

"When the lawyers have looked at it and decided there's enough evidence and they decide to prosecute, they will then charge me," Lee said, adding that the decision whether or not to charge protesters lay with the government.

Police told AFP late Monday that they reserved the right to prosecute those who had been released.