DEVELOPING: Three Afghan National Army soldiers who vanished from a Cape Cod military base where they had been taking part in a training exercise have been found at the Canadian border near Niagara Falls, a senior Pentagon official told Fox News.

The men were reported missing by the Massachusetts National Guard Saturday night at Joint Base Cape Cod. A statement identified the soldiers as Maj. Jan Mohammad Arash, 48, Capt. Mohammad Nasir Askarzada, 18, and Capt. Noorullah Aminyar, 20.

"They have been found," the source said. The men were found near Rainbow Bridge, which spans New York and Ontario, but no other details were immediately available.

A federal source told MyFoxBoston.com the men were caught at the border on Monday.

Earlier, Pentagon officials who spoke to Fox News said they did not feel that the missing soldiers posed a public threat. U.S. military officials told The Associated Press that the men arrived at Camp Edwards on Sept. 11. They were last seen during a day off at the Cape Cod Mall in Hyannis.

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Massachusetts National Guard spokesman Lt. Col. James Sahady told the Cape Cod Times that the men “had the freedom to come and go.”

"If they were off-duty, they could go to McDonald's or the mall,” he said.

Base and exercise officials were working with local and state authorities to locate the soldiers, who were taking part in a U.S. Central Command Regional Cooperation exercise.

The exercises have been held annually since 2004 to promote cooperation and interoperability among forces, build functional capacity, practice peacekeeping operations and enhance readiness.

Col. George Harrington, battle group commander for the exercise, told the Cape Cod Times that the day the soldiers disappeared was a chance for participants to visit Cape Cod beaches and be treated to a traditional lobster boil back on the base.

This year's exercise, which involves more than 200 participants from six nations, including the U.S., wraps up on Wednesday. There are about a dozen Afghan soldiers still taking part in the exercise.

A Cape Cod Times reporter who attended a training exercise on Friday observed that none of the soldiers involved were carrying weapons.

This year is the first time the exercise has taken place on U.S. soil since 2006, the Cape Cod Times reported. The events are usually held in South Asia.

"This is a valuable opportunity for the Massachusetts National Guard and is personally rewarding," Harrington told the newspaper.

Click for more from the Cape Cod Times.

Fox News' Jennifer Griffin and The Associated Press contributed to this report.