The generalized Hamming weights of a linear code have been extensively studied since Wei first use them to characterize the cryptography performance of a linear code over the wire-tap channel of type II. In this paper, we investigate the generalized Hamming weights of three classes of linear codes constructed through defining sets and determine them partly for some cases. Particularly, in the semiprimitive case we solve an problem left in Yang et al. (IEEE Trans. Inf. Theory 61(9): 4905--4913, 2015).