A militant Cuban exile organization says it has sent three teams of saboteurs into Cuba in recent weeks as part of a campaign it claims has resulted in the assassination of a Cuban officer, the derailment of a cargo train and a spate of firebombings.

FBI officials in Miami said they are conducting an investigation for possible violations of U.S. neutraility laws. They said they have received reports of at least one infiltration of Cuba by the exile group Alpha 66, but could not confirm any of the reported incidents on the island.

At least one American diplomat involved in Cuban affairs said, however, that there has been a marked increase in "counterrevolutionary activities" against the Fidel Castro regime over the last few months.

A spokesman for Alpha 66, Enrique Encinoso, said in a telephone interview from Miami that his organization was determined to "create as much havoc as we can." He voiced little concern about the FBI investigation.

"I don't think they can touch us," he said. "What are they going to do? Bring people back from Cuba to testify against us? I don't think it can be done."

According to Alpha 66 Secretary-General Andres Nzazrio Sargen, his group's recent activities have been carried out by "rebels within Cuba, as well as "our own agents" as part of a campaign Alpha 66 dubbed "Operation Maximo Gomez."

Encinosa said the operations included the killing of a Cuban state security police captain in the Marianao section of Havana on Dec. 9. He said the officer, Roberto Campus Fernandez, "had a very bad reputation as far as the Cuban people were concerned.

"We decided he would be one of the targets," Encinosa said. "But whether the mission itself was carried out by one of the [Alpha 66] teams that landed or by people who were them all along, we don't know."

For the past month, Alpha 66 has also been claiming, in communiques and other announcements sent through the mails, at least partial responsibility for several dozen other raids, including the derailment of a cargo train, the firebombing of several match factories and other acts of arson.

Nazario indicated that three Alpha 66 teams of three members each had infiltrated Cuba since November. He said three of the agents have been arrested by Cuban authorities.

Encinosa said his group would continue its raids and sabotage in the hope that they will help produce enough chaos to lead to Castro's downfall.

"We admit we're fighting Castro, but we don't believe we're violating any laws," Encinosa said. "If the Neutrality Act includes anyone conspiring against Fidel Castro, they'd better start building a few jails. . . . We'd love a political trial. We really would."

One FBI agent acknowledged wearily that Neutrality Act violations, especially in regard to the Castro regime, are "tougher than hell" to prove.

"Periodically, traditionally every three or four years, the Cubans over here figure the time is ripe for an overthrow inside Cuba," this official said. "They've been wrong every time, but it's still disheartening. They create a hell of a lot of work for us, and they gain nothing more than the publicity they need to raise more funds to live on."

Encinosa contended that times are ripe because of the Soviet Union's preoccupation with Afghanistan and other problems, because of economic difficulties and internal dissension in the Castro regime, and because of the recent Mariel boatlift, which produced new batches of anti-Castro recruits.

Some of them "are going back to Cuba" for Alpha 66, he said.

Government investigators took a more cynical view. "The Cubans who have been here for years won't go back," one said. "Now they got a bunch of dummies from Mariel."