The three Sainik schools will be set up in Mainpuri, Amethi and Jhansi in Uttar Pradesh, he said while replying to a supplementary during Question Hour.
In-principle approval for setting up of two Sainik schools in Rajasthan -- Alwar and Jhunjhunu -- were also given by the government, Jaitley said.
The Minister said construction is going on for establishment of a Sainik school in Assam (Sivasagar) and site survey has been carried out for setting up of a Sainik school at Rudraprayag in Uttarakhand.