Ugandan police spokesman Fred Enanga said earlier that some suspects who had already been charged or detained over the killing sprees had accused the MPs of orchestrating the attacks "to cause fear in the population and cause people to hate the government".
In an address last month Museveni described those behind the killings as "pigs" and vowed that they would be defeated.
In Masaka, which lies southwest of the capital Kampala, residents demanded that the government take more action to stop the marauding killers.