The deceased were identified as Kuldeep (8), Tina Kumari (9), Teena Kumari (10), Damyanti (10) and Pramod (12), deputy superintendent of police of Baran district Gautam Bhaskar told PTI over phone.
The children were residents of Bambuliakala village near Anta town of the district.
The bodies have been brought to the Anta Government Hospital, and those would be handed over to their parents after post-mortem, the police officer said.