The incident took place in village Tigri in the district last night when Karan Singh (62) and his son Prabhat (30) were shot dead by Singh's brother Omveer (50) while they were on their way back home, they said.
Later, the accused along with some of his aides reached Singh's residence and killed his wife Bala Devi (57), they said.
A manhunt has been launched to nab the absconding accused while the further probes are on, they added.