The victims have been identified as Kiran (30), and the daughters Payal (7), Anushka (4) and Parul (3), they said.
Kiran hanged herself last night after giving some poisionous susbtance to her children, Station House Officer, Gagha RC Mishra said.
All of them died on the spot, he said, adding their bodies have been sent for postmortem.
Prima facie, a family dispute appears to be the cause behind taking the extreme step, he said, adding the probe is on in the matter.