Police said neighbours and relatives noticed smoke coming out of the house at Unnikulam near Balussery around midnight and rushed to the spot after informing police, who broke open the door.
Police and locals tried to save the 30-year-old woman, who had set herself ablaze as well as her 12 year-old daughter and three-year-old twins, but did not succeed.
Police said the reason for the woman taking the extreme step could not be known immediately.