The incident took place last night. The deceased were identified as Sarala (37), daughter Manisha (14), and son Raman (11), they said.
Sarala's brother Radheyshyam Sadhu has lodged a complaint against his brother-in-law Dwarka Prasad and his (Dwarka's) mother Roshni Devi accusing them both of fatally attacking his sister and her children with a brick, they said.
Dwarka, 40, is said to be mentally disturbed and was rounded up for interrogation, the police claimed.
Police have registered a case under section 302 for murder and section 34 for joint attempts of attack, against the duo, they said, adding, Prasad's mother has not been arrested so far.
The victims were cremated after their postmortem and the case was being probed, police said.