The Romanian embassy in Baghdad on Tuesday confirmed the three journalists' disappearance, but refused to give more information.
"We're kidnapped. This is not a joke," Marie Jeanne Ion, a Prima TV reporter, said in a mobile phone message to her mother, Romania's Realitatea TV said.
The news editor of Prima TV, Dan Dumitru, said Ion managed a quick call to her newsroom before disappearing, and that he had heard her desperately pleading with her kidnappers.
"I heard Arabic, English and Romanian words shouted," he said.
"I heard her imploring the attackers not to kidnap them because they come from a poor country which won't be able to pay the ransom."
Italian Giuliana Sgrena was freed
by her captors last month
Her cameraman Sorin Miscoci and journalist Ovidiu Ohanesian of the Romania Libera daily newspaper, all on a short reporting trip to Iraq, were the latest foreigners to be abducted in Iraq.
More than 150 foreigners have been seized in Iraq over the past year. Most have been freed after negotiations or payment of ransom, but about a third have been killed. Many more Iraqis have been abducted, often for ransom.
Romania, which has about 800 troops in the US-led military coalition in Iraq, has set up a crisis centre to handle the situation, while President Traian Basescu said local and foreign secret services had been alerted.
Separately, French officials said they have maintained steady contacts with the Iraqi kidnappers of missing French reporter Florence Aubenas and have received "reassuring information" about her fate.
Aubenas has been in captivity
since early this year
"We now have contacts that seem steady, which allows us to have some hope," Prime Minister Jean Pierre Raffarin told lawmakers in the lower-house National Assembly on Tuesday.
"Since the appeal we launched for the kidnappers to communicate only with official French services, those services now have reassuring information".
Raffarin added: "Please understand that I must keep these discussions a secret. Prudence remains the rule."
Aubenas, a senior correspondent for the left-leaning Liberation newspaper, and her Iraqi interpreter Husain Hanun al-Saadi went missing from her Baghdad hotel on 5 January.
The veteran reporter made a desperate plea for her life in a video released on 1 March.