The Sudanese Journalists Association reported that agents confiscated every copy printed by the newspapers al-Jadida, al-Tayar and al-Watan.
"Security agents came to our printers early this morning and took all copies of today's edition without giving any reason," Osman Mirgani, editor of al-Tayar, told AFP.
The government raised petrol and diesel prices by around 30 percent earlier this week, as the country's economic woes forced the government to cancel all fuel subsidies.
Low oil prices have hit producers hard, and Khartoum has not been immune to the turmoil.
The price of fuel is a very sensitive issue in Sudan which has led to instability in the past. The government cut fuel subsidies in September 2013, leading to street prices over spiralling costs.
|Sudan ranked 174 out of 178 countries on Reporters Without Borders’ 2016 international press freedom index|
Other editors told reporters they had not received any warning from security agents about coverage of the issue.
"At 1am today security agents took all copies of our publication... we don't know why they are doing such a thing," said Ashraf Abdelaziz, editor of al-Jadida.
The news comes after security agents arrested a senior opposition politician on Friday for giving a speech against the rise in fuel prices.
Khaled Omar, deputy chief of the Sudanese Congress party, was arrested at his home in Khartoum.
"[Omar] was taken by security agents after he had returned from delivering a speech which criticised the government's latest economic decisions," a party statement said.
This is not the first time that the Sudanese security agency has seized opposition newspapers.
In September 2015, all copies of al-Khartoum and al-Sudani were confiscated after they reported critical stories about water poisoning in the country’s south.
Sudan ranked 174 out of 178 countries on Reporters Without Borders' 2016 international press freedom index and is regularly criticised for its persecution of journalists.