They say a fight broke out in the parking lot following the school's football game against visiting Warwick Valley High School.
According to police, as soon as the fight began, at least five shots were fired.
"What I've been told is that the crowd was being let go or dismissed from the game, they were exiting the gates of the football field and outside of the football field, a fight broke out of some sort, and then shots were fired," said Mayor of Newburgh Torrance Harvey.
The three gunshot victims were taken to St. Luke's hospital all with non-life-threatening injuries.
"You go from football, having fun to a fight break out," said Steven Garcia, Newburgh. "Something's are expected but the shooting, that's not. Senseless, senseless."
There are currently no arrests or suspects in custody.
The investigation is ongoing with the assistance of the sheriff's office, ATF, FBI and SWAT.