The security sources are saying that the foreigners were abducted from the vicinity of the 9th police district of the city.
The sources further added that the dead bodies of the foreign nationals were recovered from Musahi district of Kabul.
According to the officials, the foreigners are hailing from India, Malaysia, and Macedonia, who were shot dead after kidnapping from the city.
Officials in the Criminal Investigation Department of Kabul also confirmed the kidnapping and murder of the three foreign nationals.
No individual or group has so far claimed responsibility behind the incident.
This is not the first time foreign nationals, including women, have been kidnapped in Kabul city but numerous such incidents have taken place the past as well.
The Taliban militants group often claim responsibility behind the abduction although some of the kidnappings are done for ransom by criminal gangs.