Authorities are speaking out after three people died at Burning Man ... and they say no foul play is suspected in at least two of the deaths.

The Pershing County Sheriff's Office said in a press release Monday that attendee Sampson Tshombe died Thursday after "emergency personnel had performed CPR on him for several minutes." They say he was found on a street within the festival before being given CPR and being pronounced dead.

Then on Saturday ... PCSO says festivalgoer Craig Mann was "found deceased in his trailer he was sharing with his significant other."

PCSO says preliminary investigations found no external signs of foul play in either man's death ... and autopsy and toxicology results could take 6 to 8 weeks.

A third person was reported dead Monday, with officials only sharing that the person died on the way from Burning Man to a Reno hospital.

Three deaths at Burning Man are highly unusual ... Pershing County Sheriff Jerry Allen says the festival usually averages just 1 death per year.