The military said that "credible information from the soldiers unit" had been received earlier this month, leading to the army's Criminal Investigation Command to launch a probe.
Resentment over deaths
Joseph Breasseale, a military spokesman, told the AFP news agency that the military could not elaborate on the case or identities of those killed.
"The investigation is in Afghanistan, not in the US, and the soldiers are currently in Afghanistan," Breasseale said.
Civilian deaths are a highly sensitive issuefor US and Nato forces in Afghanistan.
Last month, two women and a girl were killed after Nato troops opened fire on a car in the southern city of Kandahar.
Two weeks before that, US troops opened fire on a bus in the same city, killing four civilians and sparking angry public protests.
There are more than 90,000 Nato soldiers from 40 nations in Afghanistan. They entered the country following a US invasion in 2001 to remove the Taliban from power. The Taliban were accused of harbouring al-Qaeda operatives.
Afghan officials say about 170 Afghan civilians were killed between the months of March and April this year alone, an increase of 33 per cent compared to the same period last year.
Although UN figures show far more civilians are killed by the Taliban, deaths at the hands of foreigners spark wide resentment in the country and undermine international forces' attempts to weaken the Taliban by building trust among the population.