Somali Islamists linked to Al-Qaeda said on Monday they carried out the attacks. Uganda's opposition called on Tuesday for the country's peacekeepers to be withdrawn from Somalia.
A government spokesman said the unexploded suicide belt was found at a third site in the capital Kampala, a day after the twin explosions ripped through two bars heaving with soccer fans late on Sunday.
"Arrests were made late yesterday after an unexploded suicide bomber's belt was found in the Makindye area," government spokesman Fred Opolot said.
He did not say how many people were arrested, or where they were from. Such coordinated attacks have been a hallmark of Al-Qaeda and groups linked to Osama Bin Laden's militant network.
The al Shabaab militants have threatened more attacks unless Uganda and Burundi withdrew their peacekeepers from the African Union peacekeeping force in Somalia (AMISOM).
Uganda's opposition Forum for Democratic Change (FDC) party urged President Yoweri Museveni to pull his soldiers out and said it planned to withdraw if it won elections scheduled for early 2011.
"There is no peace to keep in Somalia and Uganda has no strategic interest there. We're just sacrificing our children for nothing," FDC spokesman Wafula Oguttu told Reuters.
"Our objective is to withdraw our troops immediately after coming to power."
AMISOM said the explosions would not affect its mission in Somalia, where it shields the presidential palace from insurgent attacks and guards Mogadishu's airport and port.
The coordinated blasts were the first time al Shabaab has taken its bloody push for power onto the international stage. Analysts say its threats should be taken seriously, given the clear evidence the group has the intent and will to strike abroad.
Foreign direct investment into east Africa's third largest economy has surged, driven by oil exploration along the western border with Democratic Republic of Congo.
Analysts say a sustained bombing campaign would damage Uganda's investment climate, but a one-off attack was unlikely deter major companies such as British hydrocarbons explorer Tullow Oil from investing.
An American was among the dead, and the United States has offered assistance with its investigations.
The State Department said it had three FBI agents on the ground collecting evidence. An additional FBI team is on standby to deploy to the east African nation, it said.
Opolot said there was no suggestion an African Union summit to be hosted by Uganda this month would be canceled following the bombings.
