The deceased have been identified as Reena Devi, her 5-month-old son Arun and 5-year-old daughter Anjali, they said.
They were taken to the civil hospital here last night where Arun was declared brought dead while Reena and Anjali succumbed to their burn injuries later, police said.
However, the reason behind the fire was yet to be ascertained.
Meanwhile, on the complaint of Reena's father Bhag Mal, police registered a murder case against Reena's husband Pawan, mother-in-law Sunehri Devi and brother-in-law Daulat Ram.