The three were working for a Swedish aid group called Operation Mercy, spokesman Najib Danish said on Sunday.
An investigation was being conducted into the incident, which occurred at around 11.30 p.m. (1900 GMT), he said but gave no further details.
The Finnish foreign ministry confirmed that a Finnish national had been kidnapped in Afghanistan but had no further comment. There was no immediate comment from the German foreign ministry.
Kidnapping is a longstanding problem in Afghanistan, mainly affecting Afghans abducted for ransom. However foreigners have also regularly been targeted, either for ransom or to put pressure on their governments.
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