The incident took place yesterday as the live wire fell on Muskan who was playing outside her home in Diwada village of the district, police said.
Hearing Muskan's scream, her family members rushed to her rescue but they also came in contact with the live wire and electrocuted.
In the incident, the girl, her mother Kadi Devi (25), grandfather Batti Lal (50) and grandmother Saroopi Devi (45) were killed, police said today.