The three agents have been placed on administrative leave, the Washington Post said yesterday, quoting three unnamed people familiar with the case.
The embarrassing incident comes two years after an April 2012 scandal involving Secret Service agents and prostitutes in the Colombian Caribbean resort of Cartagena.
Then, a dozen agents and officers drank heavily and brought prostitutes to their hotel before the president's arrival for an economic summit.
In the new case, the alleged behaviour would violate Secret Service rules adopted after the Cartagena scandal, the Post reported.
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Donovan declined to comment further, the Post added. Reached by AFP, he also declined to give any details.
Obama flew to Brussels yesterday for his first ever visit to European Union headquarters, and is also due to visit Rome and the Vatican before heading to Saudi Arabia.
The Post said the three people sent home were members of the Secret Service's Counter Assault Team.
That unit is tasked with protecting the president if he or his motorcade comes under attack and to fight off assailants and draw fire while the protective detail removes the president from the area.