The deceased were identified as Anang Manjari Patra, the former manager of the Parlakhemundi palace, her brother Sanjay Patra who was personal assistant of Maharaj Gopinath Gajapati Narayan Deb and their sister Bijaylaxmi Patra.
Another sibling identified as Santosh Patra alias Tulu was found in a serious condition in the house, Amitabh Thakur, IG, Southern Range, said. He has been taken to MKCG Medical College Hospital in Berhampur.
Thakur said the victims were under police scanner after allegations of confining the Maharaja were made against them.
The police had begun investigation into the allegation two days ago, Thakur said.
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While the bodies of Anang Manjari and her sister Bijaylaxmi were found in one room of their house, Sanjay's body was found hanging from the ceiling, the police said.
Gajapati district SP Sushil Panigrahi said, "It appears to be a case of suicide."
People in the area informed the police after foul odour
emanated from the house. The police broke open a door in the presence of an executive magistrate and found the bodies inside the house.
Purnima Patra, the sister of the deceased, said, "They might have taken the drastic step after losing mental balance in wake of the hue and cry over allegations of financial misappropriation."
Two days ago, the Maharaj's daughter Kalyani Gajapati had written a letter to Chief Minister Naveen Patnaik requesting the state govenrment to probe the suspected misappropriation in property transactions relating to the royal family over the past 30 years.
The Parlakhemundi palace incident came to the fore when Parla Maharaja Suraksha Committee staged a demonstration on August 14 demanding treatment of the ailing king and probe the alleged financial transactions of the palace.
Subsequently, the district administration of Gajapati had shifted the ailing king to a private hospital in Chennai.