The victims were identified as Chanda Devi (40), Pushpa Kumari (19) and Shukhwalia Devi (45), the police said.
Search operations were on to recover the bodies of six other missing persons, they said.
A boat ferrying over 20 people from Palia village in neighbouring Uttar Pradesh to their native place in Buxar district had capsized in the river last evening.
Over 12 people on board the boat had swam to safety, while nine others were feared drowned.