By Keith Coffman

DENVER (Reuters) - Police said on Thursday they had arrested three men they say entered a Denver bar just before closing time to rob the owner and patrons, and ended up killing five people and then setting the bar on fire to cover up the murders.

The arrests followed an all-day manhunt on Wednesday after an early morning fire at Fero's Bar and Grill in southeast Denver.

Firefighters responding to the blaze pulled the five victims from the burning building and determined they had not died from the blaze, leading detectives to believe the fire was set to cover up the killings, Denver Police Detective John White said.

One of the three suspects, 22-year-old Dexter Lewis, appeared in court on Thursday. He was held on suspicion of first-degree murder, aggravated robbery and arson, Denver District Attorney Office spokeswoman Lynn Kimbrough said.

Lewis is on parole for a 2009 felony menacing conviction, according to Colorado Department of Corrections records.

The other two suspects, Joseph Hill, 27, and his brother Lynell Hill, 24, will be advised on Friday that they are under investigation for identical charges, Kimbrough said.

All three men, currently being held without bail, are expected to face murder charges, police said.

Among the dead were the bar's owner, Young Suk Fero, and three other women and a man who were inside the bar, authorities said.

Police would not disclose how the victims were killed, but the Denver coroner's office said in a statement that the cause of the deaths was homicide. Autopsies are still pending, the coroner said.

Kimbrough said the men would be formally charged next week.

(Writing by Mary Slosson; Editing by Jackie Frank and Dan Grebler)