The neutral hydrogen distribution has been studied in the direction of three Galactic Wolf-Rayet (WR) stars using the 100 m Effelsberg radio telescope. Cavities in the HI distribution, regions of low HI emissivity, are observed over a 8-9 km s-1 velocity range for WR 126 (≡ST 2), WR 154 (≡HD 213049) and WR 155 (≡HD 214419). These minima are interpreted as the observable 21-cm HI line counterpart of interstellar bubbles created by the winds of the WR stars and their progenitors. The HI cavities are elongated structures depicting an axial ratio ranging from 1.3 (WR 155) to 3 (WR 126). The WR stars are always eccentric with respect to either the geometric centre of the HI cavity or the absolute minimum inside it. This offset ranges from 50% to 80% of the HI hole's minor axis. The major axis of these structures range from 13 (WR 155) to 27 pc (WR 126), while the missing HI mass amounts to 45-50 M⊙ (WR 126), 60 M⊙ (WR 155) and 85 M⊙ (WR 154).