The three were among four who were detained in custody following a beating that put a 38-year-old PSG fan in a coma before a game against Olympique Marseille on February 28. The fan died on Wednesday.
Under French law, being placed under investigation can lead to being formally charged and facing trial.
A fourth supporter was released.
Since the incident, PSG have stopped selling tickets for away matches and have been ordered to play two matches behind closed doors.
The Paris club have been struggling for years to keep their most violent supporters under control.
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