It is unclear what their violations were but the trio were not included in manager Brendan Rodgers’ matchday squad for the 3-2 defeat at the London Stadium.
The Foxes went 3-0 down to David Moyes’ men before in-form Kelechi Iheanacho grabbed a late brace to set up a tense finish to the game.
A club statement said: "It is extremely disappointing to learn of a breach that had the potential to undermine the efforts of club staff to protect the environments in which our teams train and play.
"Appropriate measures have been taken to prevent our team bubbles being compromised.
"We wholly expect our people to behave in a way that reflects the national effort and the sacrifices made by our communities to control the spread of the virus. Those involved have apologised for their poor judgement.
"Our response to the matter will be concluded internally."
Rodgers added that the three players will be back in contention for this weekend’s FA Cup semi-final clash with Southampton at Wembley.
"It was a decision I made, we had an internal situation last weekend and it is not a standard that we would expect,” Rodgers said.
"All those boys that you mentioned, they are all good guys, they are all good lads, but we have a standard on and off the pitch that we need to ensure we adhere and that is why the team has been developing well over these last couple of years."
"But the boys will re-join this group after this game, the consequence of this behaviour is they will miss this game, but they will join the group next week and then we will get ready for a semi-final.
"It is internal and something that is being dealt with from within.
