Police say the victims, a man and two women, are all local residents. Their names were not released.
The shooting occurred at approximately 12 a.m. Monday at the intersection of Iberville and Bourbon Streets.
Police responded to a call of "shots fired" and found the victims with non-life threatening injuries.
A 25-year old man sustained a wound to his right ankle and two women, both in their 30s, were shot in their left legs. Police say all the victims were treated and released.
Police say they have no motive for the shooting.
In their first trip to the Super Bowl, the New Orleans Saints beat the Indianapolis Colts 31 to 17.
Map of parade route