The Afghan soldiers had been participating in a U.S. Central Command Regional Cooperation training exercise at Joint Base Cape Cod, U.S. Military officials said. They arrived at Camp Edwards on Sept. 11 and were last seen at the Cape Cod Mall in Hyannis.
The soldiers were reported missing by base security personnel on Saturday night. They were identified as Major Jan Mohammad Arash, Captain Mohammad Nasir Askarzada and Captain Noorullah Aminyar.
Base and exercise officials were working with local and state authorities to locate them. There is no indication the soldiers pose any threat to the public, military officials said.
This year's exercise, which involves more than 200 participants from six nations including the U.S., wraps up on Wednesday. There are about a dozen Afghan soldiers still participating in the exercise.