N C Mukherjee (70), his 65-year-old wife and their daughter Saanwari (40) were killed in the inferno in Alopibagh locality, police inspector C D Gaur said.
Neighbours informed the police station about the fire early today following which a police party rushed to the spot and a fire tender too was pressed into service, Gaur said.
The fire was doused after about an hour but by then the house was completely destroyed and bodies of the three occupants were charred beyond recognition, the inspector said.
Gaur said Mukherjee had retired from the office of Accountant General of Uttar Pradesh here about a decade ago where he had been posted as an auditor.
His daughter was a qualified doctor and had joined the army in the 1990s but had reportedly lost her job because of prolonged "mental illness", he said.
However, the inspector said there was "no evidence to establish that either the daughter or her parents had tried to commit suicide by setting the house on fire though such a possibility can not be completely ruled out".