The deceased have been identified as Jamna Bai (45), her sister's son Bhairo (10) and her brother's son Naresh (25), they said.
The incident happened yesterday when Jamna Bai had gone to see her elderly mother Ghisi Bai (70) with Bhairo.
"Jamna Bai and Bhairo suddenly fell sick and died. Their cremation was performed the same day in their village without post-mortem being conducted," Bhainsroadgarh police station SHO Mithu Singh said.
Late in the evening, Ghisi Bai and her grandson Naresh died, Singh said, adding, that their post-mortem was conducted.
"After the post-mortem, bodies were handed over to family members yesterday," he said.