Sunita (28) yesterday hanged her daughter Ruchi and son Rohtas, 4, from a tree and then hanged herself in Uchasiya village, police said.
While Sunita and Ruchi died, Rohtas was saved by the locals, they said.
However, the bodies were cremated without informing the police, they said.
Deputy Inspector General R K S Rathore said that though a case was not registered in this connection, the matter would be investigated.