The Helong city government said a 55-year-old man surnamed Zhao, his 26-year-old daughter and another man aged 67 were killed Saturday.
It said in a statement today that police from the provincial level down were investigating.
The killings took place in Longcheng township along the North Korean border, not far from where at least seven villagers were reported killed last year by border guards who had crossed the Tumen River, which separates the countries, in search of money and food.
China is North Korea's chief source of trade and aid, but the North's desperate economic situation is testing the traditionally close relationship.
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Underpaid and underfed border guards have reportedly been terrorising Chinese villagers in recent years, especially in winter when the frozen river makes crossing over easily.
More than 1 million North Koreans are believed to have died in a famine in the 1990s and the country remains heavily dependent on food aid, although the political elite and military receive preferential rations.
Border attacks are believed to have grown over the past two years after a crackdown on crossings by ordinary North Koreans deprived guards of income from bribes.
The incidents underscore a substantial cooling of ties since Kim Jong Un took over as supreme leader of North Korea in 2012.
China has been repeatedly rebuffed in its attempts to convince the North to rejoin multinational talks on its nuclear programs, exposing it to criticism for supporting the hard-line communist regime in Pyongyang.
Beijing also was shocked by the 2013 execution of Kim's uncle Jang Song Thaek, who had been a key proponent of North Korea-China relations.