Two Kurdish officials say the three Americans apparently were arrested after entering Iranian territory without permission.
One security official says the missing Americans were tourists on an outing.
The official says the three contacted a colleague Friday and said "they had mistakenly entered Iranian territory and troops surrounded them."
The officials spoke on condition of anonymity because they weren't authorized to release the information.
State Department spokesman Robert Wood says the U.S. Embassy in Baghdad is "aware of the report and is investigating."
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Associated Press Writer Matthew Lee in Washington contributed to this report.