Coach John Calipari announced their decisions Monday.
Calipari said he wanted Goodwin to return for his sophomore season but "I fully support him choosing to pursue his dreams."
As a draft prospect, Goodwin is ranked 24th overall and seventh among shooting guards by ESPN.com's Chad Ford.
Goodwin averaged a team-best 14 points for the Wildcats. They followed up their 2012 national championship by losing to Robert Morris in the first round of the NIT.
Cauley-Stein averaged 8.3 points and 6.3 rebounds as a freshman while blocking 59 shots. Wiltjer was the Southeastern Conference's sixth man of the year after averaging 10.4 points as a sophomore and making 90 career 3-pointers.
The school says it will announce other players' decisions at a later date.
Information from The Associated Press was used in this report.