They were performing circumambulation of the hillock when they collapsed due to dehydration.
"In spite of advice by doctors on loud speakers to consume more water, pilgrims are trying to complete their parikrama of Goverdhan without consuming water. It is inviting dehydration," ADM Avanish Sharma who is also Mela officer said.
While one pilgrim killed has been identified as 40-year-old Gaj Singh of Dungarpur, Madhya Pradesh, identity of the other two was not established yet, he said.
Condition of eight others admitted in the district hospital is reported to be out of danger, Sharma said.
