Newport police Capt. Russell Hayes told The Newport Daily News that the driver of the Hyundai, which had Rhode Island plates, apparently missed a right-hand turn, sending the car into the water near the main building of the shipyard. It landed on its roof.
The identities of the victims weren't immediately known.
"Everything remains under investigation, but there are no signs of foul play," Hayes told the paper. "I'm not sure if they intended to take the turn here and missed it because it was dark and because of weather conditions."
A dense fog advisory was in effect in Newport until 9 a.m.
Hayes didn't immediately return a phone call from The Associated Press.
An oil deliveryman first noticed the car in the water, according to The Daily News. A diver with the Newport Fire Department found the three women dead inside the car.
Coast Guard Petty Officer Ryan O'Hare told The Associated Press on Friday morning that the car had been in the water for at least several hours. It was hauled from the water by a large crane around 8:30 a.m.