The suspects, including the alleged organiser, surrendered were detained while undergoing investigation, according to Penang police chief Abdul Rahim Hanafi.
Two other suspects surrendered to the police earlier in the week, and were released on bail after giving statements, Abdul Rahim said.
Public nudity is a crime in Malaysia and the suspects face charges of "committing a gesture intended to insult the modesty of a person," a crime punishable by up to five years in prison, a fine or both.
The controversy began after a video titled Penang Nude Sports Games 2014 was uploaded two weeks ago to the video-sharing website Vimeo, triggering an uproar in the conservative predominantly Muslim Malaysian society.
Police are looking for 17 people who allegedly participated in the event, including seven Malaysians, four Singaporeans, two Burmese, a Filipino and an Indian.
Investigators have also questioned two rangers and two boatmen who ferried the group to the secluded Teluk Kampai beach in north-eastern Penang island on May 31.
The video showed a group of four women and 14 men engaging in activities like body painting, crab-walking and a Gangnam-style dance with one woman riding a man who was on all fours, local media said.