"They confessed to illegally bringing explosives into Iran and giving them to the main person behind the bombing," Hojatoeslam Ebrahim Hamidi, a Sistan-Baluchestan judiciary public relations chief, said.
"They were convicted of being 'mohareb' [enemies of God] and corrupt on the earth and acting against national security," he said.
Hamidi said that the trio were arrested before the bombing occurred but had confessed that they had provided the explosives used.
"They were tried and they had court-appointed legal representation," Hamidi said.
Jalal Sayah, the deputy governor of Sistan-Baluchestan, said on Friday that the attackers were hired by the US.
The US state department denied the accusation "in the strongest possible terms".
A group called Jundullah, or Soldiers of God, has reportedly claimed responsibility for the attack. The Sunni group has previously been linked to al-Qaeda.
Authorities blamed the group for the last major attack in the city in February 2007, when 13 members of the Revolutionary Guards were killed.
Sistan-Baluchestan province shares a border with Pakistan and is the scene of frequent clashes between Iranian police, drug dealers and armed groups.
The province lies on a major narcotics-smuggling route from Afghanistan and Pakistan.
Al Jazeera's Alirezi Ronaghi, reporting from Tehran, the capital, said: "We have seen the same acts at exactly the same period of time, four years ago, when Iran was heading for elections, we saw bombings and explosions."
Presidential elections are due to take place in Iran on June 12.