The victims were identified as 22-year-old Divya Bhatia, her father Lalchand (40) and brother Roopesh (18), police said.
"Divya was on her way to college around 7.30 am today, when four youths followed her and asked her mobile number. However, she retorted and there was a heated exchange of words. Divya came back home and reported the matter to her father and brother," PI G A Palange of Ulhasnagar police station said.
Thereafter, her father and brother went to the youths and asked them why they were harassing her. "This angered the boys and one of them got an axe from a nearby temple and attacked Lalchand," he said.
The four have been taken into custody, police said adding that further investigation was being conducted.