A leaflet distributed by police who had been searching for the men since Saturday, identified them as Alain Forbus, 19, Yoan Torres, 21, and Leandro Cerezo, 19, from the eastern province of Camaguey.
It said they had abandoned their guard posts and were dangerous and armed.
The three recruits were said to have left an army base armed with rifles, according to residents near the military facility in Managua, 30km south of Havana.
Armed hijackings are rare in Cuba, but in 2003, three men who hijacked a Havana Bay ferry in a bid to cross the Florida Straits were executed by firing squad.