The 3-year old boy Rony Roy and his one-and-a-half year old sister, Rumi, were playing in front of their house at Jharna Palli when they fell into a shallow well, police said.
The children's father is an agricultural labourer and the mother works as a doemstic help, police said.
Neither of them were home when the incident occured, police said.
The children's aunt, who lived next door, found the children missing and discovered that they had slipped into the well. By the time she managed to extricate them from the well, both the children had died, police said.
The bodies were sent for post mortem, police added.
