We studied the temporal correlation function of mesons in the pseudo-scalar channel in (2+1)-flavor QCD in the presence of external magnetic fields at zero temperature. The simulations were performed on $32^3 \times 96$ lattices using the Highly Improved Staggered Quarks (HISQ) action with $m_{\pi} \approx$ 230 MeV. The strength of magnetic fields $|eB|$ ranges from 0 to around 3.3 GeV$^2$ ($\sim 60 m_\pi^2$). We found that the masses of neutral pseudo-scalar particles, e.g. neutral pion and kaon, monotonouslly decrease as the magnetic field grows and then saturate at a nonzero value. It is observed that heavier neutral pseudo-scalars are less affected by magnetic fields. Moreover, we found a non-monotonous behavior of charged pion and kaon mass in magnetic field for the first time. In the case of small magnetic field (0 $\leq~|eB| \lesssim$ 0.3 GeV$^2~\sim 6m_\pi^2$ ) the mass of charged pseudo-scalar grows with magnetic field and can be well described by the Lowest Landau Level approximation, while for $|eB|$ larger than 0.3 GeV$^2$ the mass starts to decrease. The possible connection between $|eB|$ dependences of neutral pion mass and the decreasing behavior of pseudo-critical temperature in magnetic field is discussed. Due to the nonzero value of neutral pion mass our simulation indicates that the superconducting phase of QCD does not exist in the current window of magnetic field.