The incident took place in Bagdewa coal mines under Bankimongra police station limits in the evening, they said.
As per the preliminary information, a worker accidentally went inside a non-functional tunnel of the mine where oxygen level was low and poisonous gas was emanating, police said.
In order to rescue him, two other workers went inside the tunnel following which all three fell unconscious, they said.
After being alerted, a rescue team evacuated the trio and shifted them to a local hospital where all three were declared dead, police said.
A case has been registered in this connection, the official said, adding further details are awaited as the probe is underway in this connection.
Meanwhile, chief minister-designate Bhupesh Baghel expressed condolence over the death of the three workers and announced a compensation of Rs 75,000 to the kin of each of the deceased.