Abdul Raqib Amin, who grew up in Aberdeen, and Nasser Muthana and Reyaad Khan, both from Cardiff, have been hit with the financial sanctions by the Treasury under the Terrorist Asset Freezing Act 2010.
All appeared in a propaganda video for insurgent group Islamic State in Iraq and Greater Syria (Isis) which urges Western Muslims to join the fighting.
Amin, who is believed to be 26, is among 500 people from the UK fighting in Syria. He was born in Bangladesh and moved to Aberdeen at around 10 years old, attending Sunnybank Primary School and St Machar Academy.
The video titled There Is No Life Without Jihad shows the man believed to be Amin saying: "Are you willing to sacrifice the fat job you've got, the big car you've got, the family you have?
"Are you willing to sacrifice this for the sake of Allah? Definitely! If you sacrifice something for Allah, Allah will give you 700 times more than this."
He is identified as Brother Abu Bara al Hindi in the online video.
Amin is newly listed in a government list of "asset freeze targets" for terrorism and terrorist financing under the name of Ruhul.
The move came as one Briton, who claims he has been fighting alongside jihadi militants in Syria, said he will not return to the UK until he can raise "the black flag of Islam" over Big Ben and Downing Street.
The comments were broadcast by the BBC as religious leaders called on British Muslims not to travel to Syria and Iraq, amid fears of jihadis fleeing the country to take part in terrorism.
BBC 5 Live broadcast an interview with a man calling himself Abu Osama, whose accent suggested he comes from the north of England and who claimed to have been fighting for the establish-ment of a caliphate - which he referred to by the Arabic term khilafah - across the Islamic world. His claim to have been taking part in military training, making bombs and fighting with the extremist Al Nusra Front, which is linked to al Qaida, for the past year has not been verified.
The man told interviewer Nicky Campbell: "I have no intention of coming back to Britain, because I have come to revive the Islamic khilafah. I don't want to come back to what I have left behind.
"There is nothing in Britain - it is just pure evil. If and when I come back to Britain it will be when this khilafah - this Islamic state - comes to conquer Britain and I come to raise the black flag of Islam over Downing Street, over Buckingham Palace, over Tower Bridge and over Big Ben."
The man claimed he faced opposition from his family over his decision to go to Syria: "At first it was hard for them to accept, because no mother wants to lose her son. But I speak to them about the situation, and now they can understand this is a good cause."
Muthana's brother Aseel, who was fighting in Syria, has also said he had no intention of returning to the UK.
Meanwhile, an open letter signed by more than 100 imams has urged British Muslim communities "to continue the generous and tireless effort to support all of those affected by the crisis in Syria and unfolding events in Iraq", but to do so "from the UK in a safe and responsible way".
The letter comes during the Islamic festival of Ramadan, but against a troubling backdrop of tensions between the Middle East and the West.
In April, the Metropolitan police issued a plea for people to come forward with information about family members if they were concerned about them going to terrorist training camps in Syria.
Qari Mohammed Asim, imam at Leeds Makka Mosque, who played a key role in organising the letter, said: "As we near the end of the first week of Ramadan our message is simple - we have come together to urge British Muslim communities not to fall prey to any form of sectarian divisions."
The Treasury said it has applied the Terrorist Asset Freezing Act 2010 to prevent Amin, Muthana and Khan from accessing their assets.