An interior ministry official and a tribal leader said the men, who were found in the capital's Jihad area, were people who had fled violence in Anbar, but a police colonel and a medical source said their identities were still not known, AFP reports.
Sheikh Naim al-Kuoud, an Anbar tribal leader, said that an armed group had sent threats to families from the province in Jihad, demanding that they leave.
Kuoud said that eight men were abducted on Tuesday in Jihad and found dead later in the day.
If the men are in fact from Anbar, it would be the second instance of killings in Baghdad in less than a week targeting people displaced from the province west of Baghdad.
Four displaced Anbaris were kidnapped from the Bayaa area of Baghdad and shot dead on Saturday, officials said.
Those killings came a day after a woman and two children were shot dead in the Abu Dsheer area of Baghdad.
Interior ministry spokesman Saad Maan said the Abu Dhsheer killings may have been related to "a family problem" and that the incident was being investigated.
But rumours circulated online on Saturday that the three were killed by displaced people from Anbar, raising the possibility that subsequent attacks on people from the province may have been carried out in revenge.
Anbar is a massive desert province that stretches from the borders with Syria, Jordan and Saudi Arabia to the western approach to Baghdad.
While pro-government forces hold pockets of territory in the province, the ISIS terrorist group controls large areas, and there has been heavy fighting between the two sides that has displaced tens of thousands of people.