"The Spaniards ... had gone to distribute humanitarian aid to the poorest of the poor of Nouadhibou when the unknown gunmen started shooting at them before kidnapping them," The Associated Press news agency quoted a senior police official in Nouakchott as saying.
The attack took place outside the town of Chelkhett Legtouta, 170km north of the capital, and Mauritanian military forces in the area were searching for the attackers, officials said.
A spokesman for Barcelona-Accio Solidaria, a Spanish humanitarian organisation, named the three as Albert Vilalta, Alicia Gamez and Roque Pascual and said they were members of the group.
"They found all the supplies, only the people were gone," the AFP news agency quoted him as saying.
"We don't know anything more, if they were bandits or had any political motives."
There was no immediate claim of responsibility for the attack.
But Alfredo Perez Rubalcaba, the Spanish interior minister, blamed "Islamic radicals" for Monday's abduction, though he did not name a group or give further details.
"Call it a suspicion, because that is all we have at this point, but I fear this is a kidnapping by Islamic radicals," AP quoted him as saying.
Security has been a growing concern in the country since armed men killed four French tourists in 2007, while 12 Mauritanian soldiers were ambushed and shot dead north of the capital by suspected al-Qaeda fighters in 2008.