Govinda (11), a class V student, Sonu (8) and Ajay (8), both studying in class 2nd, were residing in Shri Krishan Pranami Bal Sewa Ashram.
They went to their school here on May 7 but did not return to the orphanage, police said.
On the basis of a complaint lodged by Yograj, an employee of the 'ashram', a case under section 346 (wrongful confinement in secret) of the IPC has been registered against unidentified persons, they said.
Efforts are on to trace the missing children, they said.