Wray and Rosenstein were seen leaving the Hart Senate Office Building.
Burr is the chairman of the Senate Intelligence Committee, and Warner is the ranking member. The subject of the meeting was not immediately clear.
Wray was confirmed as FBI director last year, replacing Andrew McCabe, who took over as acting director following President Donald Trump's May firing of James Comey. Rosenstein, meanwhile, appointed former FBI director Robert Mueller as special counsel in the Russia probe after Trump fired Comey. Attorney General Jeff Sessions recused himself from the Russia investigation early in 2017.
NBC News' Alex Moe later reported that Wray and Rosenstein also met with Democratic Rep. Adam Schiff, the ranking member on the House Intelligence Committee, earlier this morning, citing a person with direct knowledge of the meeting.
The meeting comes after the recent release of the full testimony from Fusion GPS Co-Founder Glenn Simpson with the Senate Judiciary Committee regarding the infamous Trump-Russia dossier compiled by former British spy Christopher Steele.