The incident occurred in Pokhrama village under the jurisdiction of Kajra police station.
Sadar Sub-Divisional Police Officer (SDPO) Pankaj Kumar said that the deceased were identified as Brahmdeo Singh (55), his son Bhuto Singh (25) and his nephew Sonu Singh.
The bodies were sent to sadar hospital for post-mortem, the SDPO said.
Raids are being conducted to nab those involved in the killings, he said.
Police sources said that the other party was in large numbers in comparison to the family of those killed in the incident.