The withdrawal of support came after President Ali Abdullah Saleh ordered a violent crackdown on protestors who have been demanding his ouster for more than a month. Government snipers killed more than 40 people Friday after opening fire on crowds.
The three military commanders all hail from Saleh's Hashid tribe and tribal leaders were said to be rallying around one of the men, Major General al-Ahmar.
Yemen's embattled President Saleh is the most serious challenge to his 32-year rule after three top military leaders joined the opposition.
On Sunday, Saleh's own powerful tribe called for him to step down, as top diplomats quit and his entire cabinet was fired ahead of a mass resignation.
Saleh defiantly refused calls that he resign and insisted he still had wide support, the Daily News reports.
"We're still here... the great majority of the Yemeni people are with security, stability and constitutional law. Those who are calling for chaos, violence, hate and sabotage are only a tiny minority," he said.
Al-Ahmar had been a long-time confidante of Saleh and commander of the army's strongest armored division.
Protestors took to the streets amid uprisings across the region that have toppled leaders in Tunisia and Egypt and led to international military intervention in Libya.