The victims were asleep when the incident took place in the wee hours in Kothagudem town.
The deceased were identified as Chandragiri Sudha and her daughters -- Kirthi (11) and Bhargavi (9). Sudha's husband escaped with minor injuries, police said.
"The roof of the house, which was in a dilapidated condition, suddenly collapsed on the family members resulting in the death of the woman and her daughters on the spot," Kothagudem Circle Inspector M Ramesh said.