Liz Thompson of the human rights group said three Iranian men, all around the age of 40, had been taken from the Baxter Detention Centre in South Australia on early Saturday morning.
In total, 30 Iranians are expected to arrive back in Tehran by Sunday. On Friday the government had said it would soon deport a number of Iranians, but refused to say how many or when.
The government does not comment on "operational matters," a spokesman for Immigration Minister Philip Ruddock said.
About 80 members of Thompson's group protested the planned deportation in Sydney.
"There are known cases of deported asylum seekers disappearing, feared executed, at the hands of the Iranian authorities" after their return, the group said in a statement.
In recent years the Australian government has clamped down on asylum seekers who come mainly from the Middle East and Afghanistan.
They are kept in detention camps while their visa applications are evaluated. The process can take years.