Gunmen seized the three from a private residence, Iraqi officials said. They are the first Americans to be abducted in Iraq since the withdrawal of US troops in 2011.
US sources said Washington has no reason to believe that the kidnappers are acting on behalf of Tehran and does not believe the Americans are currently being held in Iran.
"They were abducted because they are Americans, not for personal or financial reasons," an Iraqi source in Baghdad said.
The captives have been identified as Amro Mohammed, an Egyptian-American, Wael al-Mahdawy, an Iraqi-American, and Russel Furat, an Iraqi-American woman. The three were reportedly working for General Dynamics, a private company under contract with the US Army.
The State Department on Sunday said it was working with Iraqi authorities to locate the Americans.
The Iraqi government has struggled to rein in local Shiite militias, who fought the US military following the 2003 invasion, and have previously been accused of abducting and killing United States nationals.
Baghdad-based analyst Hisham al-Hashemi, who advises the government, said the kidnappings were meant to embarrass and weaken Iraqi Prime Minister Haider al-Abadi, who is trying to balance his country's relations with rival powers Iran and the United States.
"The militias are resentful of the success of the army in Ramadi which was achieved with the support of the US-led coalition and without their involvement," he said.
Shiite militias were kept out of the battle against Daesh in Ramadi for fear of aggravating sectarian tensions among the Sunni population in the city.