The incident occurred last night when the victims were sleeping in their house in Bhawanda area and the accused, Maniram Jat, reportedly attacked them with an axe, police said today.
The accused's wife Shobha Jat (25), daughter Kiran (8) and another five-month-old daughter were killed on the spot, police said, adding that the accused, a helper in the Water Works Department, has been arrested.