Devki Bai Verma and her two-an-half year old son Sanjay and a year-old daughter Sudha died in the incident in Chichola village under Khairagarh Police station limits last evening, Khairagarh Station House Officer Vinod Kumar Mandavi told PTI.
Preliminary investigation revealed that the woman locked the house from inside and poured kerosene on herself, her two children and set them ablaze, the SHO said.
However, further details would be known after the postmortem, he added.
Devki and her two kids, who sustained serious burn injuries died on the spot, he said.
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According to the SHO, Devki's husband Jagdev (26) had died four months ago after prolonged illness.
Since then Devki was the bread earner of her family.
A case has been registered and further probe is on.