The three Afghanistan National Army officers who disappeared this weekend during a training exercise on Cape Cod have been found trying to cross the border into Canada near Niagara Falls, officials said Monday.

A top Massachusetts law enforcement officials told NBC News that the three were caught at the famed Rainbow Bridge. It was unclear what the process will be to return them to Joint Base Cape Cod or if they will be returned somewhere else.

The Massachusetts State Police later said in a statement that the men were being interviewed by federal authorities, and there was "no information that suggests the three men committed any crimes."

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The three arrived 11 days ago with 200 soldiers and civilians from several countries for training at Camp Edwards on Joint Base Cape Cod. They were last seen Saturday at a shopping mall in Hyannis during a day off. Massachusetts State Police, with the help of the FBI and the Guard, had been trying to find them.

Col. Timothy Alben, superintendent of the Massachusetts State Police, had told NBC News earlier, "There's no reason to think they have nefarious intent, and no information to suggest that public safety is in question. But there's a pause for concern, because we want to make sure this wasn't planned, and we want to see if anyone has helped them." He said because the men have visas that remain valid for the next several days, they're in the country legally.

Several officials said the widely held view is that they were trying to find some way to not go back to Afghanistan. It's possible the men were trying to cross into Canada to take advantage of the country's more liberal asylum policies.

Their disappearance follows an apparently similar event last week when two policemen from Afghanistan went missing during a DEA training program in the Washington area. They were found in New York. Earlier this month, a senior Afghan military officer slated to carry the flag for his country at a NATO summit in Wales applied for asylum in the United Kingdom upon his arrival.

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Missing Afghan soldiers had chaperone at Cape Cod Mall: http://t.co/i0Ayj2RCrW — Cape Cod Times (@capecodtimes) September 22, 2014

— Tom Winter, Courtney Kube and Pete Williams