Trying to do a little special finding...

How do you have your models written up? You can also do the query using PHQL as well.

$query = new Phalcon\Mvc\Model\Query("SELECT * FROM User
INNER JOIN Group on User.GroupId = Group.Id
INNER JOIN Grade on User.Id = Grade.UserId
WHERE CONCAT(Grade.name, ' ', Group.name, ' - ', User.fullName) =  :name:", $this->getDI());

$value = $query->execute(array(
'name' => 'A Group - John Smith'
));

Can you post your model definitions, I'd like to play around with them locally.

Student.php

<?php

use Phalcon\Mvc\Model,
    Phalcon\Db\Column;

class Student extends Model
{
    public function initialize()
    {
        $this->belongsTo("group_id", "Group", "id");
    }
    public static function searchStudents($search = "")
    {
        $where = "CONCAT(Grade.name, " ", Group.name, " - ", Student.lastname1, " ", Student.lastName2, ", ", Student.name) LIKE CONCAT("%", :chain:,"%")";
        $params = array(
            "chain" => $search
            );
        $types = array(
            Column::BIND_PARAM_STR
            );
        $students = Student::query()
            ->join("Group", "Student.group_id = Group.id")
            ->join("Grade", "Group.grade_id = Grade.id")
            ->where($where)
            ->bind($params)
            ->bindTypes($types)
            ->execute();
        $results = array();

        foreach ($students as $student)
        {
            $results[] = array(
                "id" => $student->id,
                "chain" => ($student->group->grade->name . " " .
                    $student->group->descripcion . " - " .
                    $student->lastName1 . " " .
                    $alumno->lastName2 . ", " .
                    $student->name)
                );
        }

        return $results;
    }
}

Group.php

<?php

use Phalcon\Mvc\Model;

class Group extends Model
{
    public function initialize()
    {
        $this->belongsTo('grade_id', 'Grade', 'id');
        $this->hasMany('id', 'Student', 'group_id');
    }
}

Grade.php

<?php

use Phalcon\Mvc\Model;

class Grade extends Model
{
    public function initialize()
    {
        $this->hasMany('id', 'Group', 'grade_id');
    }
}

Have you tried changing your model name of Group to StudentGroup, I was able to get the models to work like that.

If you can post the code here, I will see it later, now I have to go (BTW, renaming? I don't have a table for that model)

Here is the updated models:

<?php

use Phalcon\Mvc\Model,
    Phalcon\Db\Column;

class Student extends Model
{
    public function initialize()
    {
        $this->belongsTo("group_id", "StudentGroup", "id");
    }
    public static function searchStudents($search = "")
    {
        $where = "CONCAT(Grade.name, ' ', StudentGroup.name, ' - ', Student.lastname1, ' ', Student.lastName2, ', ', Student.name) LIKE CONCAT('%', :chain:,'%')";
        $params = array(
            "chain" => $search
            );
        $types = array(
            Column::BIND_PARAM_STR
            );
        $students = Student::query()
            ->join("StudentGroup", "Student.group_id = StudentGroup.id")
            ->join("Grade", "StudentGroup.grade_id = Grade.id")
            ->where($where)
            ->bind($params)
            ->bindTypes($types)
            ->execute();
        $results = array();

        foreach ($students as $student)
        {
            $results[] = array(
                "id" => $student->id,
                "chain" => ($student->group->grade->name . " " .
                    $student->group->description . " - " .
                    $student->lastName1 . " " .
                    $alumno->lastName2 . ", " .
                    $student->name)
                );
        }

        return $results;
    }

}

<?php

use Phalcon\Mvc\Model;

class StudentGroup extends Model
{
    public function initialize()
    {
        $this->belongsTo('grade_id', 'Grade', 'id');
        $this->hasMany('id', 'Student', 'group_id');
    }
}

<?php

use Phalcon\Mvc\Model;

class Grade extends Model
{
    public function initialize()
    {
        $this->hasMany('id', 'StudentGroup', 'grade_id');
    }
}

Also be careful when any of those columns are null a CONCAT willl return null.

Updated? We did the same, only that my Group model isn't renamed xDD

I thinked you find a way to do the find() for this case, that's why I asked you to post your code hehe. Thanks anyway.