The deceased have been identified as Neelima and Manisha while the injured has been identified as Vijaya.
"They had accompanied a group of women from Anna Nagar JJ Cluster near IP Estate who had entered the power station allegedly to steal coal to burn at home as fuel and sell.
"Locals often gain illegal entry into the power station to steal coal," said a police official.
The incident took place around 3 PM.
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Neelima, Manisha and Vijaya were buried under coal.
As the other women raised an alarm the security guards at the plant rushed to the spot.
Following a call made to the police control room, the trio was rescued and rushed to Lok Nayak Hospital where Neelima and Manisha were declared brought dead while Vijaya was discharged after treatment.