The deceased were identified as Kiran (20), her mother Maya (45) and aunt Kirshna (40), SHO, Tapukara police station, Sunil Gupta told PTI on telephone.
Three of the injured were admitted to a hospital in Alwar, while the fourth was rushed to Jaipur's SMS hospital, he said.
The bodies were handed over to the relatives after postmortem, he said, adding that cremation was done late in the evening.
Fire extinguishers were called in from Alwar town to extinguish the blaze, he said.