The woman identified as Rekha Sisodia took the extreme last night step over some dispute with her husband Ramsingh Sisodia.
Rekha and her son Pavan (08) died while her three-year -old daughter Asha survived, Khargone SP, Amit Singh said.
A man spotted the woman and her kids this morning, following which villagers were informed and later police was alerted.
The bodies were fished out from the well and handed over family members after the autopsy.
A case has been registered in this regard and further probe is on, the SP added.