There were four persons on the bike when the incident occurred in Kolhi area this afternoon, they said.
The deceased have been identified as Kamla (55), his daughter Sheela (35) and grand-daughter Anamika (5), police said.
The person riding the bike suffered injuries and was rushed to a hospital, where his condition was stated to be stable.
Police have registered a case in the matter and further investigation is on, they said.
The bodies have been sent for post mortem.