The animals, of five operating out of a base at the Crimean sea port of Sevastopol, supposedly escaped during a training exercise last month, an expert said, according to Ukrainian media.
Ukrainian defense officials have denied the reports -- but they have also regularly denied the existence of the dolphin program, despite photographs of the dolphins strapped into their military equipment regularly surfacing.
The program was started as part of the Soviet Navy in 1973, and handed over to the Ukrainian Naval Forces after the breakup of the USSR.
Dolphins in the U.S. Navy are trained to seek mines and retrieve objects from the seafloor. A military source told Ukrainian news site RIA the dolphins at Sevastopol are also trained to engage enemy swimmers with knives or pistols affixed to their heads.