Mr McIlhagga, 42, was killed by a masked gang outside a house at Riverview Park in Ballymoney, County Antrim, on 5 January.
The Ballymena man was beaten and shot in the leg and died from his injuries.
The three men, aged 24, 41 and 48, were arrested on Wednesday, but they were unconditionally released a day later.
A number of other men arrested previously have also been released without charge.
Police revisited the scene on Monday night, a week after Mr McIlhagga was killed, in an attempt to find more witnesses.
Three men arrested in connection with the murder of father-of-five Brian McIlhagga have been released without charge.