The three persons were in the tent of a constable training centre at Nathnagar when lightning hit the tent at 12.45 am, Senior Superintendent of Police Manoj Kumar said.
The constables were rushed to a hospital where two of them were declared brought dead, the SSP said.
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The injured constable is out of danger, he added.
Lightning followed rains in Bhagalpur and other parts of Bihar late last night.