Three Afghan National Army soldiers who did not return to a U.S. military base in Massachusetts where they were being trained may be seeking to defect to the United States, Massachusetts Gov. Deval Patrick said on Monday.

The three soldiers were reported missing from Joint Base Cape Cod, located in a beach resort area, after a Saturday trip to a nearby mall and are not viewed as a security threat, according to a spokesman for the Massachusetts National Guard, which helps run the facility.

The men were not armed and had no access to weapons during their training, officials said.

"There is some speculation. It is only speculation that they are defecting, but the search is underway," Patrick told reporters.

"They've been vetted. They are allies of the United States," he said. "They've given us absolutely no reason to be concerned about security or public safety."

U.S. military officials are trying to find the three soldiers, Maj. Jan Mohammad Arash, Capt. Mohammad Nasir Askarzada and Capt. Noorullah Aminyar, according to a spokeswoman for U.S. Central Command.

The men, part of a group of 200 soldiers from six nations participating in the exercise, were in the country legally and had broken no laws by failing to return to the base, the spokeswoman said.