The deceased were identified as Pallav (22), Kumari Archna (21) and Diksha (22), the police told PTI on telephone.
Four injured, including the private car's driver, were referred to Jodhpur's government hospital after first aid in Jaisalmer's local hospital, they said.
The tourists-packed car was returning from Sam, the heart of sand dunes, when it turned turtle after trying to skip another vehicle from opposite side on a single narrow road, 7 km from Jaisalmer, they said.