Two of the teens, ages 15 and 16, were charged with first-degree murder and were ordered held without bond, ABC News reported. Prosecutors charged the third teen, age 17, with use of a vehicle in the discharge of weapon and being an accessory after the fact to first-degree murder.
A spokeswoman for the district attorney's office said the suspects, whose names had not been reported, had not entered a plea to the charges, the network said.
Chris Lane, 22, of Melbourne was gunned down as he jogged along a road in Duncan, Okla., Friday afternoon, city police Chief Danny Ford said.
"They were bored and just wanted to see somebody die," Ford said of the suspects.
Lane, who was on a baseball scholarship at East Central University in Ada, Okla., and was in Duncan visiting his girlfriend.
Lane's coach, Dino Rosato, called the player "a tireless worker on the and off the field."
"He was an absolute joy to coach," Rosato said. "You would never know if he was having a bad day because he always had the Chris Lane smile on."
Lane was shot in the back and left to die, ABC said.
The police chief said investigators used surveillance video from local businesses to track down a black car seen leaving the vicinity of the shooting.
Hours later, police found the three teens in the vehicle, parked at a church parking lot.
"They were pretty uncooperative," Ford said. "[But] after questioning them and getting consent to search the car, we found evidence that made us believe they were involved."