Nonetheless the supreme court upheld their sentences in December 2005.
All three men had confessed to taking part in the suicide bombing plot.
The three are among more than 30 who were convicted for bombing two popular nightclubs in Kuta, the island’s bustling tourist district, on October 22, 2002.
The explosion killed 202 mostly foreigners and sent shockwaves throughout the region. The plot was allegedly masterminded by Jemaah Islamiyah, a group said to be linked to the al Qaida organisation.
Bali’s tourism sector, the island's main income generator, went into a slump as travel advisories warned foreign nationals to avoid the island for fear of another similar attack.
According to lawyers for the three men, they were instructed to appeal against the death sentences in July after initially wishing to die as martyrs.
Achmad Michdan said he had filed the documents through the Denpasar District Court in Bali.
A court official confirmed that the paperwork had been received and that a panel of judges was being assembled for the judicial review.