The incident took place after midnight when a portion of the old house collapsed after which neighbours, police and fire tenders rushed to the spot, SP Mukul Dwivedi said.
Vandana (27), Anjana (25) and Kanchan (17) were found dead while their sister, Sudha and her brother Sani were injured and rushed to hospital, Dwivedi said, adding the injured are recovering.
District Magistrate Rajesh Kumar visited the spot.
"While the family has been assured help from the government, chairman of municipal board, Mathura has been asked to identify dilapidated buildings in the area so that appropriate action may be taken," Kumar said.