The incident took place in Basudeva village yesterday when a hut caught fire in which Priyanka (13), Lakshmi (8) and Rajat (5) were trapped and killed, Additional SP, K C Goswami said.
The victims were alone and had lit bonfire in their hut at the time of the incident, he said.
The bodies have been sent for post-mortem, Goswami said, adding, the matter is being investigated.