They were handed over to American civil rights campaigner Jesse Jackson, who visited Belgrade to make a personal plea to the president.
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The three prisoners-of-war were captured by Serb forces on 31 March on the Yugoslav-Macedonia border.
The men, still wearing their combat fatigues, were put on a bus in Belgrade surrounded by the international press.
The soldiers had stood solemnly with their hands behind their backs while a brief signing ceremony to formally mark the transfer was held at a military headquarters in Belgrade.
They then spoke to their families on a mobile phone passed to them by the Rev Jackson.
He said: "All of them said 'I'm free' and 'I love you'. That was their message."
![[ image: width=150]](/olmedia/330000/images/_333631_phone150.jpg)
Rosie Gonzales, mother of one of the men, said: "I thank him [Jesse Jackson] from the bottom of my heart because he said he was determined to go there."
Rev Jackson travelled to Belgrade with a delegation of religious leaders to plead for the soldiers' release.
The three, Staff Sergeant Christopher Stone, Staff Sergeant Andrew Ramirez, and Specialist Corporal Steven Gonzales, had been stationed in the Former Yugoslav Republic of Maceonia when they were captured.
They are being taken to Zagreb, in Croatia, where they will be flown to the US base at Ramstein in Germany for de-briefing and to be reunited with their families.
As the men drove across the Yugoslav border into Croatia Spec Corp Gonzales said: "It's good to be free."
Letter for Clinton
Rev Jackson said President Clinton had called to congratulate him on the soldiers' release.
The civil rights leader is due to meet Mr Clinton on Monday, when he will deliver a letter from President Milosevic. It is said to offer a face-to-face meeting between the two presidents.
Yugoslav news agency Tanjug reported on Saturay: "The president took the decision in support of Jesse Jackson's peace efforts.
"We do not see [the soldiers] as enemies but victims of war and miltarism."
Rev Jackson said he hoped the soldiers' release would bring a diplomatic response, not just a military one.
But his call for a night of peace to mark the release was not heeded by Nato, which carried out a further night of attacks.
(Click here to see a map of recent Nato strikes)
Nato officials have welcomed the release, which came just hours after the alliance lost its second plane of the conflict.
Two planes lost
The F-16 crashed over western Serbia during an overnight raid.
Nato says it suffered engine failure, while Serbian media reported it shot down.
The pilot was rescued by allied forces after he ejected in an area near the Croatian border. He was taken to a Nato base for a medical examination.
A few hours after the crash, Nato admitted losing another plane - this time an American Harrier. It was said to have crashed in the Adriatic while on a training mission. The pilot was rescued.
The F-16 is the second warplane Nato has acknowledged losing over Yugoslavia since it began its air attacks more than six weeks ago. The first was an F-117 Stealth fighter on 27 March.
Bus bombed
Nato has also admitted that one of its aircraft attacked a bridge in Kosovo and hit a civilian bus carrying dozens of passengers.
The alliance said early on Sunday that it had fired on the bridge and accidently hit the bus. Tanjug said 40 people died.
A journalist for the French news agency, AFP, who visited the site, said 24 people appeared to have been killed.
The Nato statement said it targeted the Luzane bridge as a "key north-south supply route for Yugoslav military and special police".
The statement says "unfortunately, after weapon release a bus crossed the bridge".
'Ambulance hit'
The bus, on a regular passsenger service between Pristina and Nis, was cut in two by a missile as it approached a bridge near Luzane, 20km (12 miles) north of Pristina.
One section plunged off the bridge onto fields below. The other portion remained burning on the bridge for more than an hour.
Passengers' belongings were strewn along the road and riverside.
Tanjug reported that an ambulance sent to the scene was hit in a second Nato strike. Nato says it has no information about this, and is still investating the incident.
On the diplomatic front, a US Congressional delegation says it has secured the agreement of a team of senior Russian lawmakers and an adviser to Yugoslav President Slobodan Milosevic on a framework to resolve the Kosovo crisis.
Congressman Curt Weldon says the plan complies with Nato's conditions for stopping Operation Allied Force but also takes into account Russian and Serbian concerns.
Other top stories
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Jesse Jackson - man of many missions
(02 May 99 | Americas)
UNHCR Kosovo news
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Violence greets Clinton visit
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