Three Liberal MPs have outed themselves as the subjects of an ICAC probe in SA.

Terry Stephens, Adrian Pederick and Fraser Ellis has released a joint statement acknowledging they are at the centre of an investigation instigated by former Independent Commissioner Against Corruption (ICAC) Bruce Lander, on the basis of media reports.

The matters involve the Country Members Allowance, which provides $234 a night for MPs who live at least 75 kilometres away from the General Post Office in the centre of Adelaide's CBD.

The trio says they have been asked to “produce documents for the purpose of that investigation”.

“The requirement captured information and documents that would ordinarily be kept confidential and protected by parliamentary privilege,” the statement said.

“It expressly included documents such as diary entries and records of appointments, and also naturally extended to notes of meetings.”

The three MPs deny “any allegations of criminality”, and have also hit back at claims they were trying to use parliamentary privilege to stifle the investigation.

“At no stage have we ever sought to hide behind parliamentary privilege or to frustrate the former commissioner's investigation, as has been suggested, they said.

But the MPs say they are waiting for Parliament to “rule on parliamentary privilege” before they decided whether that will comply with the ICAC's requests for information.

Mr Lander says it is up to Parliament to decide how privilege can be invoked, but said that parliamentary privilege is not meant to protect MPs from criminal investigations.

Mr Lander's seven-year term as commissioner ends this week, leaving the investigation is in the hands of his successor, Ann Vanstone QC.