BAGHDAD, Feb 24 (Reuters) - Militants attacked a group of pilgrims in Baghdad on Sunday as they walked to one of Shi'ite Islam's holiest festivals, killing three people and wounding 36, Iraqi police said.

They said the pilgrims were hit by a roadside bomb and then fired on by gunmen in Doura, a southern district of Baghdad, on a road used by hundreds of pilgrims walking on foot to the festival of Arbain in the holy southern Shi'ite city of Kerbala.

Millions of Shi'ite pilgrims are expected in Kerbala for the festival this week, which commemorates the end of the 40-day mourning period following Ashura, a religious ritual that marks the death of Prophet Mohammad's grandson in 680.

Security has been ramped up compared to previous years, Kerbala's police chief Major-General Raad Shakir told Reuters last week, and tanks are being used to protect the city for the first time, in addition to 40,000 police and soldiers.

In previous years, militants have killed scores of pilgrims in suicide bombings and other attacks. Sunni Islamist al Qaeda views Shi'ites, a majority in Iraq but a minority in the Muslim world, as heretics. (Writing by Mohammed Abbas; editing by Sami Aboudi)

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