Gavin Robinson, Sammy Wilson and Gregory Campbell are among a list of figures that also includes journalists and defence figures.
BBC journalists who have reported from Ukraine and Director General Tim Davie are on the list of 29 media figures.
DUP MPs Paul Girvan and Jim Shannon were banned under sanctions in April.
Russia has already banned hundreds of elected British MPs and the foreign ministry in Moscow announced that work on expanding the list would continue.
Speaking to BBC News NI, East Antrim MP Mr Wilson described Russia’s sanctions as “fairly pathetic”.
He said he has “lobbied very hard for the government to do the right thing by Ukrainians”.
“In a way, I’m relieved though as well, because when my two colleagues were mentioned and I wasn’t mentioned there was suspicion in the party that I was some sort of closet commie or friend of Putin who escaped these sanctions,” he said, adding that he had “no plans to go to Russia” anyway.
“I think it just again illustrates the degree of tyranny that Russian people must live under.”
In a tweet, party colleague Mr Robinson said he rejected “Russian war crimes and imperial aggression”.
“I’m proud my constituency produces the means for brave Ukrainians to defend themselves,” he added.