The incident occurred last night when Chuli Meghwal (28) jumped into a water tank near her house with her daughter Hemlata (5) and son Bhawani (3).
The bodies were found floating in the tank this morning, SHO, Bakasar police station Dhanna Ram said, adding that the reason behind the extreme step was not immediately known.
The bodies were sent to a hospital for post-mortem which will be conducted after the parents of the woman arrive, he said.