The Egyptian publicly funded Middle East News Agency (MENA) reported customs workers became suspicious of a parcel that was to be shipped to the United States, said Customs Chief Mohamed al-Shahat.
The icons were seized and sent to Egypt's Ministry of Antiquities.
The first icon, made of wood, includes a depiction of Christ sitting on a cloud and measures 9.5 x 12 inches, said Ahmed al-Rawy, head of the Central Administration of Archaeological Units.
The second, also wooden, depicts two haloed women standing opposite each other, holding a cross and palm fronds and measures approximately 8 x 6 inches.
The third, made of metal, pictures the Virgin Mary, with a crown and halo over her head, carrying Jesus, and measures approximately 7 x 8 inches.