We consider a class of steady solutions of the semi-geostrophic equations on \(\mathbb{R}^3\) and derive the linearised dynamics around those solutions. The linear PDE which governs perturbations around those steady states is a transport equation featuring a pseudo-differential operator of order 0. We study well-posedness of this equation in \(L^2(\mathbb{R}^3;\mathbb{R}^3)\) introducing a representation formula for the solutions, and extend the result to the space of tempered distributions on \(\mathbb{R}^{3}\). We investigate stability of the steady solutions by looking at plane wave solutions of the linearised problem, and discuss differences in the case of the quasi-geostrophic equations.