"We are incredibly disappointed by the manner in which our service at the Department of Defense ended," Caldwell posted on X on Saturday.
"Unnamed Pentagon officials have slandered our character with baseless attacks on our way out the door.
"We still have not been told what exactly we were investigated for, if there is still an active investigation, or if there was even a real investigation of 'leaks' to begin with," Caldwell and the others added.
The comments were the first by Caldwell since Reuters first disclosed that he was escorted out of the Pentagon building on Tuesday after an internal Pentagon leak investigation identified him for making "an unauthorised disclosure", a US official told Reuters.
After Caldwell, the Pentagon also ousted less senior officials Darin Selnick, who recently became Hegseth's deputy chief of staff, and Colin Carroll, who was chief of staff to Deputy Defense Secretary Steve Feinberg.
The statement by Caldwell, Selnick and Carroll suggested they did not leak sensitive or classified information, saying: "We understand the importance of information security and worked every day to protect it."
The Pentagon did not immediately respond to a request for comment.
Although Caldwell is not as well known as other senior Pentagon officials, he has played a critical role as an adviser to Hegseth.
His importance was underscored in a leaked text chain on Signal disclosed by The Atlantic in March.
In it, Hegseth named Caldwell as the best staff point of contact for the National Security Council as it prepared for the launch of strikes against the Houthis in Yemen.
Caldwell had drawn attention in Washington for past views that critics have called isolationist, but which advocates said sought to right-size America's defence priorities.
A Marine Corps veteran who deployed to Iraq, Caldwell was quoted as saying before going to the Pentagon that America would have been better off if US troops had just stayed home. He was also a skeptic of US military assistance to Ukraine and advocated for US retrenchment from Europe.
The ouster of Caldwell is separate from a wave of firings since Hegseth, a former Fox News host and combat veteran, took over the Pentagon in January.
Those firings of top brass have included the chairman of the Joint Chiefs of Staff, the top admiral in the Navy, the head of US Cyber Command and the top US military lawyers.
Reuters was first to report on April 7 the firing of the US military representative to the NATO Military Committee.
