Hal Turner, 47, a former Internet radio talk show host, was taken into custody by FBI agents who went to his home with a search warrant, according to the U.S. attorney's office.
Prosecutors quoted a Turner Internet posting as saying: "Let me be the first to say this plainly: These judges deserve to be killed."
The posting included a map showing the Everett Dirksen Federal Courthouse, where the three judges are based. It said a map showing the judges' homes would later be added.
The posting also referred to the murder of the mother and husband of Chicago-based federal Judge Joan Humphrey Lefkow in February 2005 - a crime that sent shock waves across the nation.
"Apparently, the 7th U.S. Circuit Court didn't get the hint after those killings," the posting said. "It appears another lesson is needed."
U.S. Attorney Patrick J. Fitzgerald announced the arrest, stressing the importance federal officials placed on the case.
"We take threats to federal judges very seriously - period," he said.
Turner organized a rally of supremacist groups in Kalamazoo, Michigan, in 2007 and a neo-Nazi rally in Kingston, New York, in 2005. He ended his Internet radio show but continues a blog under the heading "Honest talk in a time of universal deceit."
On Monday, Turner was arraigned in a Connecticut court on a charge of encouraging violence against state legislators there. He allegedly told blog readers to "take up arms" against the lawmakers and that government officials should "obey the Constitution or die."
In the latest case, Turner allegedly referred to the three judges who made the handgun ruling as "scum" and said "their blood will replenish the tree of liberty."
The judges, who dismissed a lawsuit by the National Rifle Association seeking to overturn handgun bans in Chicago and suburban Oak Park, ruled that the U.S. Supreme Court should make the decision on the local ordinances.
The judges were identified as Richard Posner, Frank Easterbrook and William Bauer.
Turner was scheduled to appear Thursday in federal court in Newark, New Jersey.
The charge of threatening to assault or murder a federal judge carries a maximum penalty of 10 years in prison and a $250,000 fine.