Rainford Kalaba, Stoppila Sunzu and Nathan Sinkala are contracted to Congolese club TP Mazembe, who claimed the trio were not fit enough to make Zambia's trip to China to face Brazil.
In a statement on the club's official website, TP Mazembe explain that Kalaba, Sunzu and Sinkala were sent on a chartered flight to Lusaka in order to prove they were not fully fit to make the journey to Asia.
But TP Mazembe allege that the Football Association of Zambia informed the players they "had to go to China", with the BBC reporting that their passports were taken away to prevent them from returning to their club.
It is then stated in the BBC's report that "the players managed to cross the border between the countries and are believed to be back in DR Congo."
Brazil were victorious in their match against Zambia thanks to second-half goals from Oscar and Dede in Beijing.
Zambia failed to qualify for the 2014 World Cup after they finished second in African qualifying Group D, four points behind Ghana.