The incident occurred following a quarrel between Sanju Devi (26), and her parents-in-law, Purushottam Sah and Krishna Devi, last night at their home under Dumariaghat police station.
The accused persons, who were now absconding, also tried to set on fire the bodies of Sanju Devi and her two daughters -- Muskan (7) and Priya (2) -- in a bid to destroy evidence, the sources said.
The bodies have been sent for post-mortem.