A fourth, who had been with them, was in a serious condition in hospital, according to a spokeswoman for the emergency services.
The victims were aged between 20 and 30 years old, she said.
Public radio BNR said another man was injured by lightning in a public garden in the west of the capital.
Some 800 cloud-to-ground lightning bolts struck Sofia in less than an hour, according to the weather service.
The storm was accompanied by hail and caused power cuts and flooding.
The probability of being struck by lightning is one in a million, according to data from US health authorities.
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