
Modena prosecutor Giuseppe Tibis was quoted as saying the trio were being investigated for sport fraud and for passing on industrial secrets in connection with the Formula One espionage affair.
Dennis said at a news conference in Monza he had received no notification from prosecutors regarding an investigation.
Ferrari's former performance director Nigel Stepney is also under investigation, it was reported.
The world motorsport council of governing body, FIA, will meet on September 13 to discuss the espionage affair.
Ferrari has accused Stepney of passing on confidential information and sabotage. The dispute arose after McLaren chief designer Mike Coughlan was found to have nearly 800 pages of Ferrari documents in his house.
FIA on Friday warned McLaren's drivers of "serious consequences" if they do not co-operate in the investigation into the affair.
It has written to Lewis Hamilton, Fernando Alonso and test driver Pedro de la Rosa asking for their full assistance.
FIA is investigating claims that "one or more" of McLaren's drivers may have been in possession of information relevant to the spy saga.