Lithuania's foreign minister Antanas Valionis confirmed the deportations in a news conference on Friday.
"I wish to confirm the fact that three employees of the Russian embassy were expelled from Lithuania for activities unrelated to their employment," Valionis said.
"We regret having to take this action, and we hope that in the future our relations with Russia will be friendly and constructive," he added.
Other diplomats said the case was not linked to Lithuanian President Rolandas Paksas.
Paksas is facing impeachment over a range of accusations including alleged links between his office and Russian mobsters and Russian intelligence services.
The affair has greatly embarrassed Lithuania just months before it joins the European Union and NATO, and has raised fears that Russian mobsters would use the Baltic country as a springboard for illegal activities across the enlarged EU.
Links to Russian mob
Parliament is seeking impeachment after deciding in December to follow up a secret service report saying Paksas's office had links to Russian mobsters, which has prompted months of turmoil and diplomatic isolation in the run-up to NATO and EU entry.
A special parliamentary impeachment panel concluded last week he had violated the law and his oath on several counts, paving the way for a final vote in late March or early April.
Paksas, 47, who has served two brief stints as prime minister, rejects the accusations as an elitist conspiracy against a man of the people, and has vowed to fight to the end.
An earlier parliamentary probe also found that he had allowed a firm suspected of being a front for Russian intelligence to influence his decisions.
The later impeachment panel, which investigated the legal grounds for such action, agreed Paksas had been under the influence of the Russian Almax PR firm, but said it would be very difficult to prove its two employees active in Lithuania were in fact Russian intelligence agents.