"Passengers of the train informed the guard at Churu railway station that a woman and two children were laying unconscious in a compartment," Investigating Officer Lalaram said, adding "they were rushed to a local hospital where they were declared dead on arrival".
The deceased were identified as Santosh (30), Nikhil (12) and Kushal (8).
"She was residing in a rented accommodation in Rewari of Haryana and her husband is employed in Delhi," he said.
"It is not clear why she left home and where she was going," the officer said.
Family members of the deceased have been informed and the matter was being probed, they added.