The incident came to light at around 8 pm, after the husband of the deceased woman Anitha, a car-driver, returned home, police sources said.
The woman allegedly set her three children aged four, three and two afire by pouring kerosene on them before immolating herself in the bedroom of their house, a police officer said, based on a preliminary investigation.
"It is still not clear whether the woman initially set afire to her daughters or all of them were immolated simultaneously," Moinabad Police Station Inspector S Ravichandra said.