The three men wounded with President Reagan by John Hinckley Jr. filed suit yesterday in Denver against Hinckley's psychiatrist for $14 million. They allege that Dr. John J. Hopper Jr. "knew or should have known" that Hinckley would attempt a political assassination. The president did not join in the suit.

The action accuses Hopper, who treated Hinckley for five months before the March 30, 1981 shootings, of being negligent in his diagnosis and treatment and of failing "to warn law enforcement officials of Hinckley's dangerousness."

Presidential press secretary James Brady, the most severely injured with a bullet in the brain, sought $8 million in damages; Secret Service agent Timothy J. McCarthy, hit in the right chest by a bullet that pierced his lung and liver, sought $2 million, and D.C. police officer Thomas Delahanty, struck in the neck by a bullet that lodged near his spine, $4 million.

Hopper did not return a telephone call to his office in Evergreen, Colo., a suburb of Denver where Hinckley had lived with his parents. But he told station KOA in Denver that he would not comment on the suit until he had talked to his attorney.

Hopper last examined Hinckley on March 26, 1981. Four days later, Hinckley shot the president and the other three. A jury found Hinckley innocent by reason of insanity. He is confined at St. Elizabeths Hospital here.