The children - aged between 12 and 14 - were questioned on suspicion of burglary after police had to fetch down the intruders on the roof of a business at Anlaby Road on Sunday evening.
Officers from Humberside Police were deployed to the scene near to the Paragon Interchange Railway Station shortly after 6pm following reports of a break in at a business premises.
After arriving at the scene, police along with Police Dog Turbo found suspects on a roof and brought all five down safely.
But the youngsters were then taken into custody under arrest over the incident.
The force said on Monday that all five had since been released pending further investigation into the matter.