The women -- who separately entered the territory as visitors in May, June and July 2013 -- were each arrested late last year after rushing to hospitals for delivery without a booking, a government statement said.
"The Immigration Department is concerned about the situation of overstaying Mainland pregnant women seeking to give birth in Hong Kong," said the statement, citing an immigration department spokesman.
"Great efforts are made to strengthen the examination of Mainland pregnant women at the control points," the spokesman added.
The southern city of seven million people has been struggling to cope with tens of thousands of mainland Chinese women who arrive yearly to give birth, thereby gaining residency rights for their children.
In a bid to ease pressure on local hospitals last year the government banned pregnant mainlanders whose husbands are not from Hong Kong from giving birth in the city.
The three women were each charged with one count of breach of condition of stay and pleaded guilty at Sha Tin Magistrates' Courts Thursday and Friday, it said.
"During the trials, all three defendants admitted that they had been pregnant before arrival in Hong Kong. They also confessed to having no prior booking for obstetric services," said the statement released late Friday.
It was not immediately clear for how long the women had initially been permitted to stay.
Visitors who breach their conditions of stay can receive fines of up to HK$50,000 ($6,500) and two years in jail.
Mainland Chinese accounted for nearly half of Hong Kong's 88,000 births in 2010, prompting an outcry over shortages of beds in maternity wards.