Nine of the original 12 founding teams involved in the controversial project – including all six English clubs – have renounced the competition and promised to take all possible steps to remove themselves from it.
They all agreed a peace accord with UEFA last week that saw them recommit to the current structures of club and international football.
As part of the deal, those nine teams also accepted light punishments including goodwill payments to UEFA and a small portion of their prize money being withheld.
But Barca, Juve and Madrid are yet to terminate their involvement and on Saturday insisted the breakaway project was lawful, hitting out at "intolerable" pressure and vowing to persevere.
When announcing their agreement with the nine clubs who came back into the fold, UEFA said it would "take whatever action it deems appropriate" against the remaining three.
That process has now begun, as UEFA released a statement on Wednesday confirming the disciplinary probe.
It read: "In accordance with Article 31(4) of the UEFA disciplinary regulations, UEFA ethics and disciplinary inspectors have today been appointed to conduct a disciplinary investigation regarding a potential violation of UEFA's legal framework by Real Madrid, Barcelona and Juventus in connection with the so-called 'Super League' project.
"Further information regarding this matter will be made available in due course."
Speaking last week, UEFA president Aleksander Ceferin discussed the recent developments, praising the nine clubs for stepping back from the Super League.
"I said at the UEFA Congress that it takes a strong organisation to admit making a mistake especially in these days of trial by social media," he said.
"In accepting their commitments and willingness to repair the disruption they caused, UEFA wants to put this chapter behind it and move forward in a positive spirit.
"The measures announced are significant, but none of the financial penalties will be retained by UEFA. They will all be reinvested into youth and grassroots football in local communities across Europe, including the UK.
"These clubs have done just that, recognised their mistakes quickly and have taken action to demonstrate their contrition and future commitment to European football.
"The same cannot be said for the clubs that remain involved in the so-called 'Super League' and UEFA will deal with those clubs subsequently."