The incident took place yesterday at Chatikara area.
Police suspect family dispute to be the cause behind the incident.
"The actual cause is being ascertained," SSP R K S Rathor said.
The victims have been identified as Sonia (28), Neelam (26) and Kalpana (20).
Sonia and Neelam were married to a brother-duo and Kalpana, who was pursuing her BA, was staying with her sisters, police said.