It was Qatar's biggest known loss of life in the conflict since its first reported ground deployment there last September.
The Qatari military says the deaths occurred yesterday but did not provide any details.
The military statement, carried by the official Qatar News Agency, identified the three killed soldiers as Mohammed Awad Salim, Mohammed Dawood Khayal and Mohammed Nasser Mohammed.
Yemen's conflict pits the internationally recognized government and the Saudi-led military coalition against Shiite Houthi rebels and forces loyal to a former president.