Cuban migrants who reach U.S. soil generally are allowed to remain in the country, while those intercepted at sea usually are repatriated.
The three men raised both arms as they walked ashore and into a mangrove swamp. Homeland Security officers waited several feet away as they walked through heavy brush to apprehend them and take them to a detention center near Miami.
The fate of a fourth man who gave himself up to the U.S. Coast Guard offshore was uncertain.
The four Cuban migrants had jumped from their vessel two miles off Key Largo, more than three hours earlier.
They were trying to make it from Cuba to the United States, said Petty Officer Ryan Doss.
The Cubans, who appear to be in their 20s, and their makeshift sailboat were spotted by a Coast Guard Falcon jet on a training mission shortly after 3 p.m. When a Coast Guard boat approached, they resisted and tried to hit crewmen with an oar.
There were reports that the Coast Guard responded with pepper spray, and all four men aboard the small vessel jumped into the water.
The Coast Guard, which eventually had three vessels, an airplane and a helicopter on the scene, repeatedly offered the men rafts and life vests, Doss said.
The men refused both. More than an hour later, they put on the life vests and then they took them off again.
The apparent use of pepper spray recalled an incident June 29, 1999, when Cuban refugees arrived off north Miami-Dade County on a raft and tried to come ashore.
A fire hose and pepper spray were used on the migrants. They made it and were allowed to stay.
An investigation resulted in a policy that pepper spray would not be used unless a Coast Guard crew member was physically threatened.
Miami resident Sandra Rodriguez told WSVN television that two of the men who waded ashore were her cousins. She said one of the cousins faced five years in prison for political reasons.
She said they left Cuba Monday.
"If they go back to Cuba, they'll have life in prison or who knows what," she said. "We think they'd rather die than go back to Cuba."
Cubans who are intercepted at sea are taken back to Cuba unless they can prove they would be persecuted upon their return -- grounds for political asylum.
Cuban refugees who reach the United States are normally allowed to remain in the country under the wet-foot, dry-foot policy. Those who are caught at sea are taken back to Cuba, unless they have a plausible claim for political asylum.
The effort to come to the United States comes in the wake of a crackdown on dissidents in Cuba in which the Fidel Castro regime arrested about 75 people and gave them jail sentences up to 27 years.
During that period last month, there were three hijackings. Two passenger planes made it to Key West, but a Havana Harbor ferry hijacked by three men was stopped 30 miles north of Cuba by the Cuban border patrol.
The ferry was escorted back to Cuba, where the three men were arrested. They were killed by a firing squad a few days later.