The trio were arrested after being spotted in the Central Hotel in St John’s Road on Tuesday night.
And police say their actions put others at risk as emergency services personnel were forced to enter the eyesore building to escort them to safety.
Police Scotland sergeant Scott McDowall, based at Annan, yesterday expressed shock that people still try to enter the old hotel and warned how unsafe the premises are.
He said: “At significant risk to themselves, more than one emergency service was in attendance.
“A lengthy search of the building was carried out and the three were located and escorted out. They were arrested.
“Aside to the risk already highlighted, it goes without saying the risk to anyone else going into a dark building with many floors and which is completely unsafe from a structural point of view, is extremely dangerous.”
In a separate warning, members of the Annan Playpark Steering Group (APPS) revealed that the the construction site for the new state-of-the-art Weyroc Park at Newington has become a hotspot for socialising and alcohol consumption.
Smashed glass has been found in the location and the APPS committee is concerned someone will get hurt if such behaviour persists.
A spokeswoman said: “May we please remind these individuals that this area is a construction site on which construction workers are trying to build our town a playpark which is a massive investment for the Annan area.
“There has been broken glass found on the site and this is a danger to the workers and any other individuals who have to be on site.”
The police have been informed of the incidents, as has the community safety team.
The spokeswoman added: “They will be patrolling the area to ensure that the site remains secure.
“To these individuals, we ask that you refrain from crossing the barriers for your own safety and that if you break glass in the area of the park that you report it so the council can clear it safely.
“The committee will also be patrolling the area throughout the day to ensure that there are no further issues.”