He was held on suspicion of murder and attempted murder. Nine other children were wounded, six of them critically, and two adults were in a critical condition.
"We believe that the adults who were injured were bravely trying to protect the children," said Chief Constable Serena Kennedy from Merseyside Police.
She said emergency services arriving at the scene found "multiple people, many of whom were children, had been subjected to a ferocious attack and had suffered serious injuries."
An advertisement posted online described the event as a yoga and dance workshop for children aged between six and 11.
Merseyside Police said the motive for the attack was unclear but it was not believed to be terrorism-related and they were not looking for anyone else in connection with the stabbings.
Police said armed police had arrested the suspect and seized a knife after being called around 11:50 a.m. (1050 GMT) to an address in Southport, north of Liverpool.
(Reporting by Kylie MacLellan, William James and Michael Holden, Editing by Andrew Heavens and Chizu Nomiyama)

epa11507107 Police screens up at the scene of a stabbing incident in Hart Street in Southport, Britain 29 July 2024. According to Merseyside Police, two children have been killed and nine others injured, including six in critical condition along with two adults, in a stabbing attack in Southport. Armed police detained a male suspect and seized a knife after the incident, which is not considered to be terror-related. EPA-EFE/ADAM VAUGHAN
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