A Iqbal, Fakar A Alam and Malik Mohammd, all middle-aged businessmen, were caught by CID from the Dargah area.
"They were not having visa for Ajmer so they were detained and will be served a notice to leave India," the CID sources said.
They entered India through the Wagah border on November 14 and were having visa for Amritsar, Delhi and Jaipur only, they added.