Steve McCormack’s side have been overpowered in their opening two Group B matches and now face a quarter-final decider against Samoa without the trio.
The players remained in Christchurch on Sunday morning as Scotland departed for Cairns and will leave the tournament early.
“We expect everyone involved in Scotland Rugby League to adhere to the highest standards of behaviour,” chairman Keith Hogg said in a statement.
“We fully support the code of conduct that is in place for everyone who is involved in the 2017 World Cup. We all understand our responsibilities to the game and we must respect the sport and everyone who is involved in it at all times.
“Unfortunately, these three players have not adhered to those standards and those values and will be leaving early from a tournament that it is a privilege for us to be involved in.”
It caps a forgettable year for Brough, whose Huddersfield Giants only just scraped into the Super League Super 8s. Brooks plays for Featherstone Rovers, while Walker was part of the Bradford Bulls team relegated to League One.
Scotland must beat Samoa next Saturday to secure a place in the quarter-finals after heavy defeats by Tonga and New Zealand.