The players who previously defected from the squad were presented with multiple options after informing Australian officials of their decision, Home Affairs Minister Tony Burke said on Sunday.
"The Australian government has done everything we could to make sure these women were provided with the chance for a safe future in Australia," he said.
"While the Australian government can ensure that opportunities are provided and communicated, we cannot remove the context in which the players are making these incredibly difficult decisions."
Mr Burke said on Sunday morning that three players who had sought asylum decided to return to Iran on Saturday night.
AAP understands that a fourth member of the team also changed their mind and has left Australia.
Seven members of the football team were granted asylum but one woman decided to return to Iran hours after accepting the offer.
The women who stayed in Australia had to be moved to a safer location because the player had given away their location when contacting the Iranian embassy.
The team, which had competed at the AFC Women's Asian Cup, left a Gold Coast hotel on Tuesday afternoon under police guard, with one player appearing to be dragged by a teammate onto a bus.
There are fears for the rest of the team's safety on their return to Iran after they were labelled "wartime traitors" on Iranian state media for refusing to sing the national anthem before their opening match.
Appearing on ABC TV on Sunday morning, Treasurer Jim Chalmers said the Iranian women were "under extreme and extraordinary pressure".
Conflict in the Middle East continues to widen with intensified attacks on Iran and retaliatory strikes targeting multiple Gulf countries.
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