Police officials said the incident happened at Ubhwa village while the three were sleeping in the house.
One person suffered severe burn injuries in the incident.
The deceased have been identified as Savita Devi (35), her daughter Sakshi Kumari (2) and son Ram Kumar Sharma (3).
Savita's husband Jitendra Sharma, who suffered severe burn injuries, have been admitted to government hospital.
Deputy Superintendent of Police (DSP) Ram Kishore Prasad said the bodies have been sent for postmortem and investigations are on to find out the reasons behind the fire.