Hockey is the fourth sport after rowing, soccer and rugby sevens to have athletes disciplined by Australian Olympic bosses during the Tokyo Games.

Three Australian men's hockey players went to a nearby convenience store on Friday at 3am and bought two cartons of beer.

Another two players left the village for the store at 6am but returned without a purchase.

"They have embarrassed the Kookaburras, the Australian Olympic team and it's completely out of character," Kookaburras' coach Colin Batch said.

Australia's chef de mission Ian Chesterman said leaving the athletes' village was a "clear breach" of COVID-19 protocols surrounding the Tokyo Games.

The Kookaburras lost their gold medal match in a penalty shoot-out against Belgium on Thursday night.

The five players who left the village did not interact with members of the public and both groups were away from the village for about 20 minutes.

"We have reprimanded them," Chesterman said.

"We have isolated them in their rooms ... they are feeling deep remorse, they have let their own teammates down.

"The players themselves have not done any harm outside the village, they haven't done any harm inside the village.

"My concern is they have breached the protocols.

"In the Australian culture, indeed in many places right around the world, people celebrate and commiserate over a drink, so that is understandable behaviour for them.

"What wasn't acceptable to us was the breach of the (Tokyo Olympic) playbook."

In so-called playbooks released by Tokyo Olympic organisers, athletes are banned from leaving the village unless for training or competition.

Tokyo organisers had threatened any athlete who breached the playbooks with expulsion from the Games,

Chesterman said the Kookaburras would depart as scheduled on Saturday afternoon.

"While I understand the players' disappointment following their loss ... we have been abundantly clear about the expectations for this (Australian) team while we're in Tokyo," he said.

"The breach is deeply disappointing to me and I know it is to Hockey Australia as well.

"It's frustrating that the actions of a few have impacted on the Kookaburras ... as well as distracted the attention from where it should rightly be after two incredible weeks of sport."

The players self-reported their breach to Australian officials and the entire Kookaburras squad was tested for coronavirus. They all returned negative results.

Chesterman refused to name the five players who were disciplined, after previously reprimanding some rowers, soccer players and men's rugby sevens players for alcohol-related incidents.

In previous incidents at the Tokyo Games, some Australian rowers damaged a room in the athletes village.

And Australia's men's soccer players and the nation's men's rugby sevens team were also reprimanded after a drunken flight home.

Australian Associated Press