"After the execution of Tuesday, July 21...we have learned that three other Bahá'ís also held at Mashad prison might undergo the same fate," a statement said.
The three were identified as Hamid Nasirizadih, Sirus Zabihi-Muqaddam and Hedayat Kashefi Najafabadi.
The Bahá'í faith is an offshoot of Islam but is considered heresy by Islamic fundamentalists.
The French Bahá'ís said last week that Ruhu'llah Rawhani, a 52-year-old father of four had been hanged, charged with converting a Muslim to the Bahá'í religion.
They said it was the first execution of a Bahá'í by the fundamentalist-ruled Iranian state since 1992.
Newspaper reports in France later quoted Iranian television as denying the execution took place but the French Bahá'ís insisted on Tuesday that Rawhani was indeed hanged.
"Despite his wife's pleas for more time, the authorities refused to give her more than an hour to bury her husband" the statement said.
Mary Robinson, the U.N. High Commissioner for Human Rights, on Friday protested against the execution and urged Tehran not to execute the three other Bahá'ís.
The United States also condemned the execution saying such human rights violations could affect the prospects for a dialogue between the two nations.
The Bahá'ís said that in the Rawhani case, the young woman denied she had been converted since her mother was a Bahá'í and she was raised in the faith.
Bahá'ís abroad have said more than 200 members of their faith have been executed in Iran for their religious beliefs since the Islamic Revolution of 1979.
The Bahá'í faith originated in Iran 150 years ago. It claims six million members worldwide, including 300,500 in Iran where it is officially considered "a misleading and wayward sect."