They are suspected of raping a woman in a hotel in the Finnish city of Tampere on Friday, police say.
The Cuban team is in Finland taking part in the World League tournament.
Officials say they commented on the case because there had been speculation that the players had defected when they were not seen in the line-up.
Police arrested a total of eight players over the weekend after a complaint was made by a woman.
Details of the complaint have not been made public.
Two of the players were released on Monday with police officials saying they were “no longer suspected of this crime”.
The other six remain in custody and are due to face a hearing on Tuesday.
The remainder of the team was allowed to travel back to Cuba on Monday as according to police commissioner Joni Lansipuro “they don’t have any information about these events”.