Rabula (45), her daughter Khushuma (13) and an unidentified woman were killed in the accident in Suhapara village late last evening, they said.
Police said that the injured were admitted to the district hospital here from where four women have been referred to a trauma centre in a Lucknow hospital in a serious condition.
The pilgrims were returning after offering 'chaadar' at a 'dargah' on Bahraich-Balrampur road.