According to published reports, the 21-year-old woman defected to the United States with her boyfriend. The latest disappearances raise the suspicion that the other players have defected as well.
The three players did not attend closing ceremonies for the tournament Sunday.
The first player to leave the team was the team captain, said Lorenzo Blanco Raydel, a member of Edmonton's Cuban community, who assisted the Cuban team.
"That was really shocking for a lot of people, because the team depended on her," he said.
The woman called the team the night she left to say she was OK, he said.
While he hasn't heard if the other three have contacted the team, Raydel said he's certain they are safe.
Nobody on the team had any inkling anyone wanted to leave, he said.
Ron Hayter, chairman of the Edmonton International Baseball Foundation, said the tournament houses the players and provides them with meals, but it isn't responsible for what they do.
"If they change their mind and decide to leave the team, that's a team problem. It's a country problem," Hayter said. "It's not the organizers' problem."
Three Cuban players defected during a junior baseball championship in Edmonton in 2008.
Hayter says that incident prompted an angry phone call from Fidel Castro. He told Castro that the players defected on their own without any encouragement from tournament organizers.