According to The City Paper Bogota, four men and four women were detained in Bogota and the central city of El Espinal.
When asked by reporters, Colombia National Police Chief Jorge Hernando Nieto refused to answer whether those arrested were present at the mall.
On June 17, a hand made bomb exploded in a toilet room on the second floor of the mall.
"I would like to express our condolences, our thought, our hearts are with your families", said the president at the Catam Air Base upon his arrival.
"The official report is of 14 people affected by the incident including "one injured, eight killed and five missing", the National Mining Agency posted on its Twitter account on Saturday".
All are suspected of belonging to a previously unknown radical group called the Popular Revolutionary Movement, the ministry said. Since then, they have pronounced themselves against President Juan Manuel Santos and the ideals of former President and current senator Alvaro Uribe Velez.
The Mining Ministry said that with the end of rescue operations, an investigation will be launched by the ANM to determine the cause of the accident, who - if anyone - bears responsibility and what the appropriate punishment should be.
Colombia is striving to return to security after the government and the FARC rebel group signed a peace deal previous year.