The dolphins, believed to be a mother and her two young, were found in the Morgiou creek off the coast of Marseille, reported local newspaper La Provence.
"We were at a depth of about 55 metres when we noticed an unusually shaped light-coloured mass just underneath us," said Fabienne Henri, who was diving with another woman, Jacqueline Dozin.
"As we got closer, we could make out the shapes of three dead dolphins lying on the sand."
The two experienced divers are both instructors in the Narval diving centre in nearby Cassis.
"I'm not an expert but they had not been there longer than ten minutes," said Henri. "To me it seems obvious they were thrown from the surface. Why there? I have no idea."
The Marseille prosecutor has opened an inquiry and an autopsy will be carried out to establish the cause of death.
"These mammals are protected and killing them is a criminal offence for which the guilty could go to prison," said a spokesperson for the maritime police.