Three Romanians have pleaded guilty to stealing seven paintings, including works by Picasso, Monet and Matisse, from a Dutch museum in a daring night-time raid that shocked the art world.

The works have never been found, and may have been burned.

Radu Dogaru, Alexandru Bitu and Eugen Darie told a Bucharest court on Tuesday that they took the multimillion-pound paintings from the Kunsthal Museum in October 2012.

They are charged with the theft and of bringing the paintings into Romania.

In their depositions to prosecutors, the suspects, who were arrested in January, said they brought the paintings to Romania, tried to sell them on the black market, then left them with Dogaru's mother, Olga Dogaru.

Chief suspect Radu Dogaru told the court that when he stole the paintings on the night of 15-16 October he thought they were fakes. "I could not believe you could enter as easily as that," he said.

Dogaru denied the paintings had been burned in his mother's stove. He said that remains of paint, canvas and nails identified in the ash by a Romanian museum could have been from a fence with handmade nails or from 19th-century icons that were in the family home.

He told the court that the paintings were handed over to a Russian-Ukrainian man whom he identified and wrote the man's address on a piece of paper for the court. The name was not publicly confirmed.

Olga Dogaru, who is charged with handling stolen property, had told investigators she burned the paintings, but later denied it.

Six Romanians have been put on trial in the case, including one who is being tried in absentia and another who is not under arrest.

Thieves broke in through a rear emergency exit of the Kunsthal, grabbed the paintings off the wall, put them in sacks and fled – all within minutes – in the biggest art heist in the Netherlands for more than a decade.

The stolen works were Tete d'Arlequin by Pablo Picasso, La Liseuse en Blanc et Jaune by Henri Matisse, Waterloo Bridge and Charing Cross Bridge by Claude Monet, Femme Devant une Fenêtre Ouverte, Dite la Fiancée by Paul Gauguin, Autoportrait by Meyer de Haan, and Woman with Eyes Closed by Lucian Freud.

The paintings have an estimated value of tens of millions of dollars, if sold at auction.