The deceased have been identified as Kashmir Kaur (50), Onkar Kaur (40) and Radha (10) of Amritsar district, they said.
The incident occurred late last night in Jahangir village on Nakodar Kapurthala road when a group of pilgrims from Amritsar was going to visit Dera Baba Murad Shah.
They said that out of 14 pilgrims, three died, three injured and others managed to escape unharmed.
The three injured were admitted to a hospital, police said, adding that one of them is in a critical condition.
Police said that the tractor was seized and a case was registered at Nakodar police station.
The matter is being investigated and efforts were on to nab the tractor driver, they further said.
