The three, who worked for a security contractor at the asylum seeker processing centre on PNG's Manus Island, are accused of raping another employee at the Australian-run centre.
Shortly after the alleged rape in July, the three were flown out of the country.
PNG police efforts to have the three extradited have so far been unsuccessful.
PNG's Prime Minister Peter O'Neill said the three guards must be returned to be tried under the law in PNG, where rape convictions carry the death sentence.
Speaking at this week's Pacific Forum summit in PNG, Mr Abbott said there were due processes of law which must always be followed, but that crime is crime.
He said that the allegations must be investigated and where there is strong evidence, it should be prosecuted.