The incident happened near Dekpura halt under the jurisdiction of Rahui police station.
Rahui police station SHO Sunil Kumar Nirjhar said that one Anirudh Pandit (45) committed suicide after he poisoned his children.
He also died by consuming poison.
The dead children were identified as Jyoti Kumari (13), Priti Kumari (10) and Ritesh Kumar (8), the SHO said.
Priti Kumari died at Biharsharif Sadar hospital while undergoing treatment.
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All of them were residents of Milkipar village, the SHO said.
Anirudh Pandit's wife had died five years ago, the SHO added.