Tucson police said the girls are siblings - ages 12, 13 and 17 - and their mother and stepfather have been arrested in a case that's being investigated as alleged child abuse and imprisonment.
Police said a 34-year-old man and a 32-year-old woman were booked into the Pima County Jail on suspicion of three counts of kidnapping, three counts of child abuse-emotional abuse and three counts of child abuse-physical abuse.
The man also was accused of one count of sexual abuse of a person under age 15, according to police, who didn't immediately know Tuesday night if the couple had attorneys.
The Associated Press is not naming the adults to avoid identifying the children.
Tucson Police Capt. Michael Gillooly said at a news conference that all three girls were malnourished and dirty, and they told officers they hadn't taken a bath in up to six months.
"They were kept in filthy living conditions," said Gillooly, adding that the two youngest girls were kept in a separate bedroom from their 17-year-old sister.
The girls also told authorities that they were fed only once daily and had been imprisoned in their bedrooms for at least the past several months and possibly up to two years.
Police went to a midtown home on reports of a domestic violence incident about 4 a.m. Tuesday, according to Gillooly.
The two youngest girls told officers that they ran to a neighbor's home after their stepfather kicked in the door and threatened them with a knife. The unidentified neighbor called 911.
When officers went into the house, Gillooly said they found the oldest girl in another bedroom.
Gillooly declined to answer any questions about the case. More information was expected to be released Wednesday.
A resident who has lived in the neighborhood for about five years told the Arizona Daily Star that she didn't know anyone was living in the home, which is set back from the street.
The woman said there was no visible activity at the house, but other neighbors had told her that they had heard what sounded like children playing inside the house at night.
The Star reported that police removed plastic bags containing evidence from the home and what appeared to be a computer.