Air ambulances landed at the scene and crowds of people were evacuated from the Dorset beauty spot and surrounding cliff area on Saturday afternoon.
Videos posted on social media show people climbing and leaping from the arch at the site, which is 200ft high.
Dorset Police confirmed that three people had sustained serious injuries and were receiving medical treatment.
That evening, Dorset Council said Durdle Door and Lulworth Cove would be closed “until further notice”.
On Sunday morning, the council tweeted that the roads to the popular sites remained closed.
“You will not be able to visit the beaches there and will be asked to turn around if you try and access the villages,” the council said.
It said the measure would be reviewed on Monday but urged people to avoid the area “for now”.
Durdle Door and Lulworth Cove remain closed on Sunday along with approach roads to the area.
Dorset Police tweeted: “Durdle Door and Lulworth Cove remain closed today along with approach roads to the area.
"Please do not travel as you will be turned away.”
On Saturday, a post on Poole Police’s Facebook page said the “critical incident” had involved people jumping from the arch of Durdle Door into the sea.
“The arch of Durdle Door is approximately 200 feet in height. Hitting water from that height, roughly 77mph, can be critical,” it said.
“This is further compounded by tides, currents and altering depth of the sea bed. It is NOT an appropriate location for this type of activity.”