One of the children was rescued by Army jawans.
Sunita Devi along with her six-year-old daughter, Neha, and five-year-old son, Surya, jumped into the canal in the Barnai area here yesterday, police said.
While Surya was saved by Army jawans, who were standing nearby, the mother and the daughter could not be saved, they said.
The bodies of the deceased were fished out from the canal and shifted to the Government Medical College (GMC) hospital, where after conducting the postmortem they were handed over their family, police said.
Sunita hailed from Dehradun and was presently putting up at Barnai area of the city along with her husband and two children.
She reportedly had a tiff off with her husband, they added.
A case has been registered in this regard and police has started the investigation, they said.