Sean Henry, 25, and his friends Kelli Doherty, 20, and Brandi El-Salhy, 24, were shot and killed at a property in Jupiter, Florida at 10.30 on Sunday night.
The house was near the Jupiter Christian School which was closed on Monday while the police continued their investigations into the shooting.
Jupiter Police Chief Frank Kitzerow told the media that they had a person of interest in custody.
He added that it did not appear to be a "random act of violence" and that the friends seemed to have been targeted.
Neighbours told the Palm Beach Post that Henry was an active member of JupiterFIRST Church and had just returned from a mission trip to Haiti a few days before.
On the church's Facebook page, it says the mission team had spent seven days volunteering at an orphanage and building houses.
Tisa Oldham, JupiterFIRST's chief operating officer, told the Post that Henry had attended the church since he was a child and was a leader in the youth group.
Oldham said: "He is deeply missed here. He is loved by this congregation. We plan to make ourselves available to his family."
The triple murder has shocked residents who said that there had not been a fatal shooting in the neighbourhood since 2009.