The blaze occurred late Thursday night when the family was asleep.
The children, aged two and six, were sleeping and could not be saved. Their 12-year-old sibling (12), who was in another room, was rescued by their father, who suffered about 70 per cent burns, they said.
Experts from a gas agency have been called to find the exact reason for the blaze, the police said, adding that the parents have been shifted to a hospital.
(This story has not been edited by Business Standard staff and is auto-generated from a syndicated feed.)