Their mother, who was in the bathroom at the time of the incident, escaped unhurt, SSP (Amritsar Rural) Preetpal Singh Virk said.
The incident happened in village Balkalan, he said.
Jashandeep, aged five, Kirandeep (3) and Navdeep, a one-and-and-a-half-year-old girl, perished in the blaze, the SSP said.
Amarjit Singh, the father of the kids, is a daily wage worker and was not at home when the fire erupted, Virk said.