Breaking in through the back doors, thieves stole cars keys from both houses and then made off with the vehicles.
Police launched an investigation following the incident – and have now confirmed that two of the vehicles have been recovered.
The Fiesta was found in Edinburgh and the Audi in Musselburgh.
Officers are continuing their enquiries as they attempt to find the BMW.
A Police Scotland spokesperson said: “Officers are investigating the theft of three cars from Gavins Lee in Tranent.
“The thefts were reported to police in the early hours of Sunday, 9 May. Two of the vehicles have been recovered and one remains outstanding.”