The men are suspected of having entered the country on Monday morning via Rautijärvi, South Karelia.
The unauthorised entry was observed by the control system. The search for the men lasted a few hours, and they were finally caught outside a building in Varisenkylä. The three did not have any identity papers.
The men were questioned on Monday, when they also asked for asylum in Finland. The Border Patrol is continuing its preliminary investigation into the event in cooperation with the Russian border guard authorities.