The woman took the extreme step in Sundrail village last evening as her husband doubted her character because of which she had a dispute with him, Khargone district's Superintendent of Police Amit Singh said.
The deceased were identified as - Kiranbai (27), and her three children Badal (8), Vikki (4) and Durgadas (2).
The bodies were later fished out from the well and sent for autopsy.
A case has been registered in this regard at Bhikangaon police station, the SP added.