The "Times of India" reports that the three Iranians entered India on a tourist visa and departed immediately after the bombing, in the center of New Delhi, "for a Middle Eastern country."
India's government said it would seek help from Interpol to track down the three suspects.
The paper quoted an unspecified source suggesting the three Iranians "belong to the Iranian spy agency."
Israeli officials have accused Tehran of organizing the February 13 attack, which injured the diplomat's wife and three others after an improvised explosive device was attached to the car.
A press conference was expected on March 15 or 16 to provide further details.
In Malaysia, authorities are seeking to extradite another Iranian national to Thailand to face charges of involvement in a bomb plot against Israeli diplomats in Bangkok. Masud Sedaghatzadeh was detained in Malaysia on February 15; the day after the alleged plot was exposed. Sedaghatzadeh has denied any involvement in the plot.