This paper is devoted to estimates of the exponential decay of eigenfunctions of difference operators on the lattice Z^n which are discrete analogs of the Schr"{o}dinger, Dirac and square-root Klein-Gordon operators. Our investigation of the essential spectra and the exponential decay of eigenfunctions of the discrete spectra is based on the calculus of so-called pseudodifference operators (i.e., pseudodifferential operators on the group Z^n) with analytic symbols and on the limit operators method. We obtain a description of the location of the essential spectra and estimates of the eigenfunctions of the discrete spectra of the main lattice operators of quantum mechanics, namely: matrix Schr"{o}dinger operators on Z^n, Dirac operators on Z^3, and square root Klein-Gordon operators on Z^n.

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