The incident took place yesterday between 5 pm to 10 pm, said an official of Vani police station.
Police was informed about the incident by neighbours this morning.
The deceased were identified as Jagan Shevale (45), his wife Shobha (42)and son Harshad (20), said police.
The reason behind the murder is yet to be ascertained and investigation was on, the officer said, adding the bodies were sent for post-mortem to Vani rural hospital.
A case has been registered in connection with the incident under IPC section 302 (murder), police said.