A rescue team responded just after 10am to an avalanche reported near Lone Peak in the Wasatch Range southeast of Salt Lake City, Salt Lake County Sheriff Rosie Rivera said.
One of the three skiers caught up in the avalanche was able to dig himself out of the snow, and was rescued by midday (4am Friday AEST) and taken to the hospital, Rivera said.
Crews were unable to search for the other two because of the conditions on the mountain and needed to do mitigation work to make it safe.
Initially, authorities were unsure if the other two skiers had been buried in the slide but the sheriff has since confirmed they are dead.
Rivera said she believed the man who was rescued was the one who called for help.
Officers were speaking with him at the hospital to get more information about what happened, the sheriff said.
The skiers hiked into the area on Thursday morning local time, she said.
Craig Gordon with the Utah Avalanche Center said about 76 centimetres of heavy, wet snow fell in the area in the past three days.
The skiers would have had to have been very experienced to even be in the “very serious terrain”, he said.