The trio will be joined by some of the biggest names in Olympic sports, such as gymnasts Nastia Liukin and Laurie Hernandez; track star Sanya Richards-Ross; BMX racer Alise Willoughby; and hurdler Sydney McLaughlin.
Kevin says an a teaser video of the brothers racing on a track, "I think the competitive nature between the three of us is very high, no matter what it is that we're doing."
Joe jokingly says, "I started this day feeling like I was a gazelle and now I'm feeling like just a sack of potatoes."
Nick said that being around all of the Olympic athletes was a "humbling experience."
See the boys competing in a sneak peek below:
Nick teases Kevin in one of the promo videos, saying, "There's a bit of an age gap. You're getting old. It happens. It's natural. You shouldn't feel ashamed of it. We can maybe take one of the hurdles away for you to make it even."
Olympic Dreams Featuring Jonas Brothers will air on Wednesday, July 21st at 8 p.m. on NBC.