The incident occurred last evening near Davla Falia village under Bhikangaon police station when the women were at the mine to get yellow soil, used for making kutcha houses, Additional Superintendent of Police Antar Singh Kanesh said.
The mine suddenly caved in, and all three of them got entrapped, he said.
The deceased were identified as Reena Bai (35), her daughter Reshma (18), and Hatri Bai (18), the official said, adding the bodies were recovered and sent for post-mortem.