The incident took place at Chitarbigaha village late last night when the adjacent house caved in and fell on their house burying the three children in their sleep.
Four family members, including a woman and three children, sustained injuries, Chandi police station in-charge Dharmendra Kumar said.
The victims were identified as Sajan Kumar (5), Sharda Kumari (1), and Lachhminia Kumari, he said.
The two-storied house belonged to one Krishna Rajak, Kumar said.