Law enforcement sources tell TMZ ... the 3 celebs -- who were named in a phone interview of imprisoned steroids dealer, Richard Rodriguez -- won't be investigated by the DEA because the agency doesn't target alleged buyers of illegal drugs.
Instead, the DEA focuses its efforts on going after kingpins like Rodriguez -- along with other traffickers, manufacturers and distributors.
As we reported ... Wahlberg, Duhamel and Reigns were all accused by Rodriguez of using aliases to purchase 'roids. Reigns has denied the allegations, and says he has no idea who the dude is. Wahlberg has also said the accusations are false.
Rodriguez is currently facing charges for conspiracy to distribute anabolic steroids and money laundering.