The accident occurred in the wee hours, near Ading village, when the van and the auto-rickshaw, both carrying pilgrims and heading towards the railway station, were involved in a head-on collision with each other, police said.
"Nine people, including both the drivers, were injured in the accident and were rushed to the district hospital," a police official said.
"While two pilgrims were brought dead, the third succumbed to his injuries on the way to a private hospital, where he was referred to," said Dr Mukund Bansal, who is attending the injured at the district hospital.
Kishan Singh (40), a resident of Madhya Pradesh's Morena district, succumbed to his injuries on the way to a private hospital.
"The condition of the six injured is out of danger although they haven't been released yet," Bansal said.