Three members of the Afghanistan National Army, who had been missing in Cape Cod, Massachusetts, were found near the Canadian border.

The men, who have been training with the National Guard, went missing after a weekend trip to a Massachusetts shopping mall, NBC News reported. They were found close to the Canadian border at Niagara Falls.

Police said they don't know what the intentions of the men were, but it's possible they were trying to get into Canada to seek asylum.

This is the second time this month that a group of Afghan trainees went missing while training in the U.S., according to a report from The Washington Post.

The three Afghan soldiers are Maj. Jan Mohammad Arash, Capt. Mohammad Nasir Askarzada and Capt. Noorullah Aminyar. They are part of 15 soldiers and officers taking part in training and exercises at Otis Air National Guard Base.

The Afghani troops are part of a group of about 200 other soldiers from six other countries who are training with the U.S. National Guard, said James Sahady, a spokesman for the National Guard.

Sahady said the missing men had been vetted and cleared by the U.S. State Department to participate in the training program, which has been held every year since 2004.

The event is put on to "promote cooperation and interoperability among the participating forces in the areas of building functional capacities, peacekeeping operations, and enhancing overall readiness."

A National Guard press release on the event says, "Exercise scenarios will gauge participants' responses during a global peacekeeping operation while focusing on consequence management capabilities, including appropriate responses to ethnic tension, instability, and protection of human rights."

This report comes just more than a week after two Afghan police officers went missing while training in Virginia with the Drug Enforcement Administration. The two policemen, Mohammad Yasin Ataye and Mohd Naweed Samimi, disappeared on Sept. 13 and were found on Sept. 18 in Buffalo, New York.

The men said they were trying to reunite with family. The DEA said the two men found in Buffalo also had been extensively vetted.