The three had hoped to meet China’s leaders as part of their push for greater democracy, but were told their travel permits were invalid.
Protesters have been camped out on the streets of the territory since late September.
They want Beijing to allow more candidates to stand in the territory’s next leadership election in 2017.
They were mobbed at the airport by fellow democracy activists, who unfurled yellow umbrellas – a symbol of Hong Kong’s democracy movement.
They were led by Alex Chow, who heads the Hong Kong Federation of Students.
An editorial in China’s state-run Global Times, written before the activists were stopped at the airport, said the group would have had little chance of meeting Chinese leaders.
Hong Kong’s Occupy Central movement had “failed”, the editorial concluded.
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