The deceased have been identified as Sonia (23), wife of Krishan Kumar, Kajal (5) and Raman (2) and a neighbour Kulbeer Singh.
The family members of the woman have alleged her in-laws murdered her and hanged the bodies later.
Police said possibility of an extra-marital affair having led to the incident cannot be ruled out.
Additional superintendent of police (ASP) Gangaram Punia said the matter is being investigated.
A case of murder has been registered against the deceased woman's brother-in-law Jile Singh on the complaint of her brother Rajesh.
