The lorry was seen stopping on the A168, near the J48 turn off on the A1m, at around 6.15 on Thursday evening with around 15 people then exiting the vehicle.
A 49-year-old Lithuanian lorry driver was arrested on suspicion of facilitating illegal immigration and has now been released on bail.
Immigration Enforcement has confirmed that eleven people, from Iraq and Iran, were arrested on suspicion of entering the UK illegally.
Police were still searching for five men of Asian appearance after initial eyewitness reports stated that they were seen walking north on the A1 after the incident.
The search for the missing men continued on Friday with officers conducting door-to-door enquiries and urging local residents to check their outbuildings and sheds.
However, immigration officials have now said that enquiries are ongoing to 'establish the accuracy' of these reports.
Following their arrest, the three families - including five children, were then transferred into the care of the local authority who provided temporary accommodation for them.
The group have now been passed into the custody of Immigration Enforcement for their cases to be progressed.
A spokesperson for Immigration Enforcement said: "Where someone is found to have no right to remain in the UK, we will take action to remove them.