Authorities were searching for at least three more suspects Friday night.
Police discovered the break-in Monday at the range located at 153rd and Campbell.
Two days later, federal agents found more than two dozen weapons in a wooded area near 148th and Rockwell.
Investigators credit the residents of Harvey with helping crack the case.
"We also would like to thank the citizens of the city of Harvey, who have really stepped up and given police information, no matter how small it was, to either recover weapons [or] give suspect locations," said Harvey spokesperson Sandra Alvarado.
All three of the teens charged have known gang affiliations. They are all due in court on Monday.