The woman identified as Sunita, before setting herself ablaze set her children afire after pouring kerosene oil over them. The mother and two of her children died in the incident, they said.
The child victims have been identified as identified as Amit (1), Aditya (3) and Dixit (5), Superintendent of Police, Dinesh Chandra Dubey said.
While Sunita, Amit and Aditya succumbed to their burn injuries, Dixit is undergoing treatment and his condition was stated to be critical, police said.
The cause of the incident could not be ascertained yet and the police is probing the matter.