The deceased are identified as 35-years-old Chhanda Gayen from West Bengal, Temba Sherpa, 24, and Dawa Wangju Sherpa, 28, of Nepal, according to District Police Office.
Gayen, known for being the first civilian women from West Bengal to climb Mount Everest, had gone missing on Wednesday.
She had annexed the 8,585-metre high Kanchenjunga Main, the third tallest peak on May 18 along with three other city climbers Tusi Das, Dipankar Ghosh and Rajib Bhattacharjee.
"The weather deteriorated while the climbers were heading towards the fifth camp," the Republica quoted police as saying.
The mishap happened as they tried to descent to the fourth camp, it said.
According to a hotel entrepreneur Chhiring Sherpa, attempts are underway to dig out the dead bodies from the pile of snows.