The assailants barged into the house of a CRPF jawan Ragho Singh last night and shot dead his two daughters Gudia Kumari (18) and Soni Kumari (15) and injured another daughter Poonam Kumari (13), the sources said.
The bodies have been sent for post-mortem and the injured admitted to a hospital for treatment, they said.
The motive behind the firing at the sisters trio was under investigation, the sources said.
Singh's daughter had opposed his second marriage to one Sudha Devi recently after his first wife had died sometimes back, they said, adding the latter was absconding.
An investigation was underway in the matter, they said.
Singh is away at his posting in Jharkhand.