The three men, identified as Major Jan Mohammad Arash, Captain Mohammad Nasir Askarzada and Captain Noorullah Aminyar, were taken into custody at the Rainbow Bridge Canadian/U.S. border crossing near Niagara Falls, according to WCVB.
Below, more on the missing soldiers from the AP:
Military officials said the Afghan soldiers had been participating in a U.S. Central Command Regional Cooperation training exercise at Joint Base Cape Cod. They arrived at Camp Edwards on Sept. 11 and were last seen Saturday at the Cape Cod Mall in Hyannis during an off day for the program.
The soldiers were reported missing by base security personnel Saturday night. They were identified as Maj. Jan Mohammad Arash, Capt. Mohammad Nasir Askarzada and Capt. Noorullah Aminyar.
It's not unusual for foreign military members to go missing when they are in the U.S. for training missions. Earlier this month, two Afghan police taking part in a training mission at Marine Corps Base Quantico in Virginia disappeared. They were later found in Georgetown.
On Monday, Army Col. Steve Warren, a Pentagon spokesman, said the 14 Afghans taking part in the Cape Cod military exercise were "thoroughly vetted" prior to coming to the U.S., so officials do not believe they are a threat.
The Regional Cooperation training exercises have been held annually since 2004 to promote cooperation and interoperability among forces, build functional capacity, practice peacekeeping operations and enhance readiness.
This year's exercise, which involves more than 200 participants from six nations including the U.S., is scheduled to wrap up Wednesday. Military officials from Tajikistan, Pakistan, Kazakhstan and Mongolia are also participants.