The incident took place yesterday at Robertsganj area.
The man along with his three children, aged between one and four years, had gone to his in-laws house in Maholia village on May 8. Last night he took his children out on the pretext of buying confectionery and later strangulated them, IG (law and order) R K Vishwakarma said.
The man later committed suicide by jumping in front of a moving vehicle, he said.