The Serbian capital's emergency service says the children aged five, seven and nine died in the blaze that broke out in the Gypsy settlement today. It did not identify the children or say what caused the fire.
There are an estimated 500,000 Gypsies many resettled during the wars in the Balkans in the 1990s living in Serbia, or about 7 per cent of the population.
Gypsies, or Roma, who mostly live in segregated, makeshift settlements throughout Serbia, have often faced harassment by far-right groups.