Security sources, speaking on condition of anonymity, said the quintet, including a former court clerk, a former teacher and a former police officer, were detained in Turkey's western province of Edirne as they were trying to cross illegally to Greece.
During the 2016 botched putsch, a faction of the Turkish military declared that it had seized control of the country and the government of Erdogan was no more in charge. The attempt was, however, suppressed a few hours later.
Ankara has since accused Gulen of having orchestrated the coup. The opposition figure is also accused of being behind a long-running campaign to topple the government via infiltrating the country’s institutions, particularly the army, police and the judiciary.
Gulen has denounced the “despicable putsch” and reiterated that he had no role in it, Presstv reported.
“Accusations against me related to the coup attempt are baseless and politically-motivated slanders,” he said in a statement.
The 77-year-old cleric has also called on Ankara to end its “witch hunt” of his followers, a move he says is aimed at “weeding out anyone it deems disloyal to President Erdogan and his regime.”
Turkish officials have frequently called on their US counterparts to extradite Gulen, but their demands have not been taken heed of.
Turkey, which remains in a state of emergency since the coup, has been engaged in suppressing the media and opposition groups suspected to have played a role in the failed coup.
Tens of thousands of people have been arrested in Turkey on suspicion of having links to Gulen and the failed coup. More than 110,000 others, including military staff, civil servants and journalists, have been sacked or suspended from work over the same accusations.
The international community and rights groups have been highly critical of the Turkish president over the massive dismissals and the crackdown.