The mishap occurred last evening in a farm when thundershowers lashed the area.
One of the trio was grazing the cattle, while the other two were collecting firewood when rain accompanied by thunder started around 6 PM.
They rushed to a nearby tree for shelter when the bolt struck them, a senior official of the district revenue department said, adding the trio died on the spot.
They are identified as Krishna Gaikwad (17), Maruti Hapse (30) and Nitin Bahadure (18).
Meanwhile, the official said the amount of ex gratia to the kin of the deceased could be finalised only after the post mortem report.