Two girls died on the spot while one passed away during treatment at a medical facility. The incident happened in Veer village on Tuesday morning.
The girls were aged 10, 7 and four years.
Superintendent of Police O.P. Singh said the man, who has been arrested, confessed to his crime.
After smashing their heads with an iron hammer, the man used the gas of the LPG cylinder to set the girls on fire.
Singh told IANS that the man was a habitual alcoholic.
As his wife had left for her parents' place with two other daughters on Diwali, he killed the girls probably out of frustration, police suspected.
(This story has not been edited by Devdiscourse staff and is auto-generated from a syndicated feed.)