The department on Sunday identified the three as Saudi Arabians Mani Shaman Turki al-Habardi Al-Utaybi and Yassar Talal Al-Zahrani and Yemeni Ali Abdullah Ahmed.
The US military accused al-Utaybi of being a member of an alleged "militant missionary group", the Jama'at al-Tablighi.
The 30-year-old, born in al-Qarara, Saudi Arabia, had been recommended for transfer to another country for continued detention, though the Defence Department did not specify where.
Meanwhile, relatives of two Saudi detainees who died at Guantanamo Bay said the men could not have committed suicide as the US military reported, because they are strict Muslims, newspapers said on Monday.
Islam prohibits suicide and sets out harsh punishments in the afterlife for those who take their own lives.
"I am confident my son did not commit suicide.
The story of the US administration is a lie"
deceased detainee's father
The men's families said they had probably been killed.
Saudi Arabia said it was working on the repatriation of their bodies.
The kingdom did not say how the men died but the US military said the three detainees had hanged themselves.
"I am confident my son did not commit suicide," Talal al-Zahrani, Yassar Talal Al-Zahrani's father, told the Asharq al-Awsat newspaper.
"The story of the US administration is a lie."
'He was killed'
Yassar Al-Zahrani's brother, Ahmed, also said it was unthinkable that Yasser would kill himself.
"It's impossible for Yassar to commit suicide," he told the al-Watan newspaper. "He was killed," said another brother, Abdullah.
The Pentagon released a full list
of Guantanamo detainees in April
Fares al-Otaibi, Manei's brother, also suspected foul play.
"We are 100% suspicious about his death," he told the newspaper.
The three were the first prisoners the US military has reported as dying at the base in Guantanamo Bay, Cuba, where the United States has held "terrorism" suspects since 2002.
The deaths renewed criticism of the base, which many human rights groups say should be closed. Nearly all the prisoners at Guantanamo are being held without charge and some have been held for more than four years.
None of the three who recently died had been formally charged.
Katib al-Shimary, a lawyer for Saudi detainees at Guantanamo, said he held the US authorities responsible for the deaths.
"We lost confidence in US jails ... after Abu Ghraib and Guantanamo," he told local newspapers.
Riyadh declined to say whether it would ask for an investigation into the deaths but pledged more efforts to bring back all Saudis detained at Guantanamo, estimated at up to 103.