The judge also scheduled the preliminary hearing for Oct. 17.
Gag orders are unusual, but the shooting has been the focus of widespread attention across the United States and in Australia.
District Attorney Jason Hicks and Duncan Police Chief Danny Ford already have commented repeatedly about the case to the media.
Hicks has called the defendants thugs and described the shooting as a thrill killing. The police chief has told reporters one of the three teens claimed Lane was killed because they were bored.
Lane first came to Oklahoma from Melbourne to play baseball on scholarship at Redlands Community College in El Reno. The catcher then went to East Central University in Ada and hoped to work in real estate when he graduated.
He was wearing a gray “Redlands Baseball” T-shirt when he was shot, the autopsy report shows.