The victims were sleeping when the fire broke out last night after a kerosene lamp left burning fell on a bed.
Ten-year-old Deepak Bodra and his relative Akash Khandait (12), who were sleeping on the bed, died on the spot, the sources said.
Deepak's father Rasai Bodra and sister Reshmi, who rushed into the room hearing their scream to save them, suffered injuries.