U.S. Ambassador to Libya Chris Stevens and three of his staff members died in an attack on the U.S. consulate in Benghazi, Libya, last year.
"It is critical that we have a full understanding of American actions taken before, during, and after the attack," a letter from U.S. Sens. Lindsey Graham, R-S.C., Kelly Ayotte, R-N.H., and John McCain, R-Ariz., read.
They asked specifically if Obama requested assistance from the Libyan government during the attack.
Graham told CBS News' "Face the Nation" he was considering blocking votes on former Sen. Hagel, R-Neb., who was nominated to be secretary of defense, and John Brennan, Obama's pick to lead the CIA, in part because of concerns over the Benghazi attack.
In a 14-to-11 vote Tuesday, the Senate Armed Services Committee advanced Hagel's nomination to the Senate floor.
Committee Chairman Sen. Carl Levin, D-Mich., said Hagel has "critically important qualifications" that make him the right choice to lead the Department of Defense.