Piplod police station in-charge Anand Raj said the incident took place at around 1.30 pm.
The car was on its way to Badwah from Edlabad in Maharashtra.
Raj said all four persons, including the driver Lakhan, were killed on the spot.
The other three deceased were identified as Kedarmal Goyal (65), his wife Leelawati Goyal (60) and another family member, Pushpa (49).
Rishi, Pushpa's minor son, was injured.
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