The incident took place in Lakhanpur village's Mau district.
The Uttar Pradesh police sprang into action after a man called them to say he killed his wife and two daughters and is going to commit suicide. The police reached the said address in Lakhanpur village in Mau district to find three dead bodies.
The police said that the man, Lakshmi Shankar Maurya, strangled his wife Dimple following a domestic dispute. He then killed his two daughters by drowning them in a tub.
"At 3:38 pm on Wednesday, Lakshmi Shankar called up the police and informed that he has killed his wife and their two daughters. He added that he is going to commit suicide. When a police team reached the crime scene, they found the three dead bodies. Their neighbours informed that Lakshmi Shankar has left the house," said Assistant Superintendent of Police Shailendra Kumar Srivastava.
Mr Srivastava said that the police is trying to locate Laksmi Shankar.
"The cyber cell has traced Lakshmi Shankar's phone in Turtipar. When the police visited the site, they were informed by an eyewitness that a man came, left his motorcycle and phone, and jumped in the Ghaghara river. Till now, we have not found his dead body and the search operation is on," Mr Srivastava added.
Lakshmi Shankar Maurya is said to be an ambulance driver with a government hospital.