The deceased have been identified as Rohidas Gogawale (45), his wife Manda (40) and daughter Ankita (12), all residents of Kurkunde village near Chakan, they said.
The bodies, bearing injury marks, were found buried near a poultry farm close to their house, police said.
"We have registered a case of murder and destruction of the evidence against an unidentified person and the investigation is on," said an official attached to Chakan police station.
"Though a case has been registered against unidentified person, police have detained two persons and are questioning them," the official added.
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"Upon digging up the area, we found three bodies, which were later identified by Manda's father and people living in the area," he added.
The relatives of the victims informed that all the three were missing since March 25.
Blood stains have been found outside the house of the deceased, police said.