Seven-year-old Kuwanri Gope and her four-year-old brother Hote Gope along with their mother Deoki Gope (40) were allegedly axed to death by Ilyas Gope in Jono village, about 95 kms from here yesterday.
Their bodies were found early today, police said.
Sushanti Champia, who rushed to rescue the accused's family on hearing their screams, was also done to death.
Ilyas ran away after committing the crime and surrendered along with axe at a nearby CRPF camp in Lodai, police said.