The incident took place at Khor village in Pataudi, 30 km from here, and the deceased were identified as Mahender and Amil.
The assailants came in a car and barged into Mahender's house and fired at the trio, who were sleeping, police said.
"While Mahender and Amil died on the spot, the third person identified as Anil was seriously injured and rushed to a hospital where his condition is stated to be critical," DCP Maheshwer Dayal said.
The incident took place due to a money dispute, he said.