The operation is understood to relate to a possible plot involving Islamist extremists with potential targets in the UK.
The threat was not thought to be imminent.
Some of those arrested are understood to be British nationals.
More top news
City Hall has warned that Londoners should avoid coming to the centre of the capital on New Year's Eve unless you have a ticket.
Members of the Queen's Guard have been assigned the protection of armed police, amid reports they could be targeted by terrorists.
When Robin Ollington wrote to Buckingham Palace suggesting they introduce a Christmas tree, he didn't expect them to write back...