The incident took place in Barrasiriya village when five children were taking a bath and three of them slipped and fell into deep water, Superintendent of Police Chandrika Prasad said.
The victims were identified as Aarti kumari and Puja Kumari both 14 years and Dilkhus Kumar (12), the SP said.
Efforts were on to locate the bodies of the children with the help of locals and divers, the SP added.