Thousands turned out for a memorial service for the girls, who were 6, 10 and 15 years old. Mourners carried their coffins to a local cemetery for burial.
On Wednesday, two assailants covered in burqas, the all-encompassing garment worn by women in some Islamic countries, tossed a grenade into the Protestant congregation at Chianwala, about 40 miles northwest of Lahore.
In a statement, newly elected Prime Minister Zafarullah Khan Jamali described the attack as "dastardly" and designed to "foment religious and sectarian strife" in Pakistan.
The cleric, who uses only the one name Afzar, was detained because he allegedly made hateful, anti-Christian remarks three days earlier in a sermon at a mosque in Daska district, not far from the attack site, police said. However, there was no evidence to link him directly to the blast.
Afzar reportedly told his congregation "it is the duty of every good Muslim to kill Christians," according to Nazir Yaqub, a police officer.
"Afzar told people 'you should attack Christians and not even have food until you have seen their dead bodies,'" Yaqub told The Associated Press by telephone.
Afzar's son, Attaullah, was also detained. The two have openly supported Jaish-e-Mohammed, a violent, anti-India organization with ties to the al Qaeda terrorist network, said Mohammed Riaz, a police officer in Chianwala. They may have trained at a Jaish-e-Mohammed camp, he added.
However, the group, outlawed by Pakistan in January, told the AP it did not carry out the attack. "We did not assign anyone to do this," its spokesman, Mufti Abdul Raouf, said.
Four other people have been detained for questioning, including two suspected Islamic militants and a man "who was accused by the local Christian leaders of carrying out the attack," said Chianwala police official Mohammed Ashraf.
Security had been increased for churches ahead of Christmas across this mostly Islamic nation, which has seen a string of attacks against Christians this year, but the police officer assigned to guard the Chianwala church failed to show up for work Wednesday, according to his superiors.
The officer was being questioned, but it was unclear whether he was simply negligent or had advance notice of the attack, said Yaqub. Two other police officers in Chianwala have been suspended for failing to prevent the attack.
About 40 Pakistanis, most of them women and children, were in the church.
Witnesses said the attackers wore burqas, said Amanat Ali, a police official in Daska. However, it was unclear whether the attackers were women or disguised men. Ali said witnesses reported the attackers were taller than most women.
Male Islamic militants in neighboring Afghanistan have worn burqas to hide their identities during at least one recent attack there.
Attacks on Christians have risen since Pakistan lent its support to the U.S.-led military campaign to overthrow Afghanistan's hard-line Taliban last year. Suspected Islamic militants have killed about 30 people and injured at least 100.
Separately, in the capital Islamabad, security officials found a shopping bag containing two handmade grenades and 20 shell casings Wednesday in bushes about 100 meters (yards) from St. Thomas's Protestant Church. Brig. Javed Iqbal Cheema of the Interior Ministry said the motive was not clear.
Church officials said they feared the weapons had been left as part of a planned attack.
There have been four other deadly attacks on Christians in Pakistan this year. In the most recent on Sept. 25, gunmen entered a Christian welfare organization's office in Karachi, tied seven employees to their chairs and shot each in the head.
A March 17 grenade attack on a Protestant church in Islamabad killed five people, including a U.S. Embassy employee and her 17-year-old daughter.
On Aug. 5, assailants raided a Christian school for foreign children in Murree, 40 miles east of Islamabad. Six Pakistanis were killed, including guards and non-teaching staff.
On Aug. 9, attackers hurled grenades at a church on the grounds of a Presbyterian hospital in Taxila, about 25 miles west of Islamabad, killing four people.