The incident occurred yesterday when one Jagdish (15) son of Rupram (44), accidentally fell into the pond in Charawali village, police said.
On hearing his cry for help, Rupram jumped into the pond but he also drowned, they said.
His elder son Mahaveer (18) and daughter Mamta (20) also jumped into the pond to save them but Mahaveer also drowned and Mamta was rescued by locals, police said.
Bodies were handed over to family members after postmortem, police said.