The deceased were identified as Suresh Nimavat (31), his sons Chintan (9) and Manthan (6), staying at Rajpark society in Jamnagar town, Chavda said.
"A man ended his life along with his two sons today by jumping into Vijarkhi dam, around 25 kms away from Jamnagar town in the district," Police Sub Inspector (PSI) A P Chavda of Panchkoshi B division police station in Jamnagar said.
Nimavat was suffering from mental illness and took this extreme decision out of frustration, he said.
Following a thorough search operation in Vijarkhi dam, the fire brigade team fished out the bodies of the man and his sons, Chavda said.
The bodies were sent for post mortem and a case of accidental death has been registered by the police, he said.