Sarita (30), son Nitin (11) and daughter Priti (9) were stoned to death by Indo-Tibetan Border Police personnel Anil Kumar Yadav, who was posted in Delhi, Deputy Superintendent of Police Pacheri, Suresh Sanwaria said.
He was suspecting his wife of having illicit relations, he said.
Yadav later surrendered before the police in Patchier police station confessing his involvement in the crime, Sanwaria said, adding that he was immediately arrested.
The bodies were sent for postmortem, he said.
Hundreds of locals gathered at the crime site on learning about the incident after which police had to push them away to conduct the enquiry.