Their prestigious Fulbright awards were first withdrawn, then reinstated, after Secretary of State Condoleezza Rice intervened personally with Israel.
US officials now say their visas have been revoked after "new information" was received about the scholars.
A fourth student was also refused entry to the US. No explanations were given.
"There were four Palestinians who were issued visas about whom we then received additional information," State Department spokesman Gonzalo Gallegos said.
"We decided that we needed to take a closer and harder look at them in light of the additional information we received," he said without disclosing where the information came from.
Mr Gallegos said the visas were cancelled "prudentially", under a rule that allows visas to be rescinded based on information received after being issued.
The students - Fulbright scholars Zuhair Abu Shaban, Fida Abed and Osama Daoud, and an unnamed fourth person on a separate scholarship - could apply again in the future, he added.
One of the students, Mr Abed, had flown to the US and was sent straight back to Jordan after being told his visa was no longer valid.
Palestinians in Gaza cannot apply for American visas locally because US has no consular presence in the territory, which is controlled by the militant Hamas movement, designated by Washington as a terrorist group.
Israel bans students from leaving Gaza to apply for visas in Jerusalem for security reasons, but has allowed some individual cases.Ms Rice was moved to intervene in May when her department, which administers the Fulbright programme, initially cancelled the scholarships of seven students stranded in Gaza.
"If you cannot engage young people and give complete horizons to their expectations and their dreams, I don't know that there would be any future for Palestine," she said.
Israel subsequently allowed four students permits to visit Jerusalem for consular interviews, while US diplomats took the exceptional step of interviewing the remaining three on the Gaza border, despite objections from Israel.
The three were given visas on 30 July, but they were told they were not valid two days later.
"It was a great shock," Mr Abu Shaban said. "We had hoped to complete our studies, especially after we were granted the visas. We were packing our bags."
Officials quoted by the AP news agency said the new information was connected to the same security matters which caused Israel to prevent them from leaving Gaza last month.
Human right groups and some Israeli politicians have described the policy of not letting the students out of Gaza as "collective punishment".
© 2008 BBC News