Long-serving striker Hernan Medford, captain and goalkeeper Erick Lonnis, and midfielder Wilmer Lopez told La Nacion newspaper they had decided to quit after Costa Rica's 5-2 defeat by Brazil.
Costa Rica are due to return home on Saturday where they can expect a good reception following their brave showing.
I think the time has come to step aside and let others in
The Central American country finished level on points with Turkey, but lost out on goal difference as they wasted chances against Brazil.
The 34-year-old Medford won more than 90 caps for his country.
He said: "I gave the national team everything for 15 years.
"There were happy moments and sad moments but it's time to go."
Lopez, 30, said he was happy to let the next generation of Costa Rican players take up the reins.
He said: "I think the time has come to step aside and let others in."