In a statement, Foreign Affairs Minister Anifah Aman said he had called Ong to his office yesterday evening to convey the displeasure of the Malaysian government over the trio's participation in the rally.
He said the ministry had received reports from the authorities on the participation of the three diplomats in the rally on April 28.
"As foreign minister, I regard this matter with utmost seriousness," he said.
In the meeting with Ong, Anifah said he explained the position of the Malaysian government that the participation of diplomats in the rally was inappropriate.
Anifah said he also stressed to Ong that the ministry would not hesitate to take stronger diplomatic action against errant diplomats.
He said the ministry understood all diplomatic missions in Malaysia had the responsibility to monitor developments in the country and report to their respective governments.
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Nevertheless, he said, diplomats must also be mindful of the sensitivities of the host country.
"I also believe diplomats need not be directly involved in illegal gatherings," he added.
In his meeting with heads of Asean diplomatic missions on June 11, Anifah had said he had raised the involvement of foreign diplomats during the rally, saying that it might lead to negative perception about the good relations between Malaysia and the respective countries.
The Singaporean government on the other hand has dismissed allegations in the Malaysian media and online reports that it interfered in the domestic politics of countries, Malaysian national news agency Bernama said.
Singaporean television Channel NewsAsia (CNA) reported that a spokesman for the Singaporean Foreign Affairs Ministry had said such allegations were "baseless".
In a statement, the Singapore ministry said its officers were present at the rally as impartial observers.
The spokesman said it was "part of their normal professional diplomatic duties".