The incident occurred when the three, taking bath in a village pond, went into deep water and drowned, Udakishunganj police station officer in-charge R C Upadhaya said.
They have been identified as Lankesh Kumar (8), Mitthu Kumar (7) and Annu Kumari (6), he said.
The bodies have been fished out and sent to Sadar hospital for post mortem, he said.