Gerry McGowan, Michael Toner, Stephen Crumlish and Gerard Kelly were all teenagers when they were accused of killing Lt Steven Kirby in 1979.
The so-called Derry Four fled Northern Ireland until their acquittal in 1998.
They are now involved in a civil case against the police for wrongful arrest.
They four men also say they were subjected to false imprisonment, assault, battery and malicious prosecution.
The PSNI told the BBC it would be inappropriate to comment due to legal proceedings.
On Friday, lawyers for the PSNI chief constable submitted documents to the High Court in Belfast indicating that all original interview notes from 1979 were missing.
"I suppose my first reaction was one of disbelief but at the same time it was not surprising," said Gerry McGowan.
"These documents could have been forensically tested to determine whether the statements were tampered with.
"Were they wilfully destroyed or was it just complete incompetence?"
It is understood that no explanation was provided as to how the notes had gone missing.
It is yet another twist in a long battle for justice, according to Paul O'Connor from the Pat Finucane Centre.
"It is an incredible coincidence that in this particular case the interview notes have gone missing," he said.
"It would be vital to get to the bottom of this to see what was written in the original interview notes and this is quite a blow for them.
"My heart goes out to the four men, clearly they have been vindicated in terms of having the charges withdrawn but they've had no justice."
The four men have now lodged an application for the release of covert tape recordings of the interviews, which they believed were made by the security services.
One of four men wrongly accused of murdering a British soldier has said he is "devastated, but not surprised" to learn that interview notes relating to the case have gone missing.