The Malay Mail newspaper reported earlier this week -- citing anonymous sources -- that team coach gave five female runners from the 4 x 100 relay team and one male 100m sprinter "pink pills" to help with "recovery and relaxation".
All six then failed to turn up for a drugs test on Tuesday, and while three have since reappeared and taken the test, two women and one man appear to be on the run, Olympic Council of Malaysia (OCM) secretary Sieh Kok Chi told AFP.
"Out of the six, three young runners have now gone missing," he said.
"I am quite amused and shocked. I never expected such things to happen in Malaysian sports."
The six sprinters were part of a team that was supposed to head to Bulgaria on Saturday for training and competition in Europe. The whereabouts of their coach, Harun Rasheed, is also a mystery, he said.
The Malay Mail report, published Tuesday, quoted an anonymous sports official as saying: "The (three) athletes claimed they were merely following instructions to take the pink pills, without knowing what the nature of the drugs were."
Sieh said some sports officials thought the three might have left for Bulgaria on an earlier flight than scheduled, and said the National Sports Council -- Malaysia's sports watchdog -- should investigate.
The Mail later reported that the Anti-Doping Agency of Malaysia was expected to contact their counterparts in Bulgaria about testing the trio.
National Sports Institute director-general Ramlan Aziz said the attitude of the missing athletes was "suspicious".
"Even if they test negative, we will haul them up for an inquiry and investigate why they acted in such a manner," he was quoted as saying.
Sieh said Malaysia had fallen behind regional countries in athletics in recent years.
"It looks like we want to achieve success at any cost," he said.