The incident took place at Brahmapuri area of the national capital.
The victims were identified as Saira (50), Mehrunissa (19) and Shabnam (9), The Hindu reported.
Their bodies were found on different parts of the building.
The victim's neighbours alerted the police after a foul smell emanated from the building from Saturday.
The daily quoted Deputy Commissioner of Police (North East) A.K. Singla as saying, "The lock was broken open and we found three bodies in the house. Shabnam and Mehrunissa were lying dead in the first floor and their mother Saira was found on the second floor. There were injury marks on the neck and arms."
The tenants, who stayed in the ground floor of the building, are reportedly missing.
An FIR has been lodged in the nearby New Usmanpur police station.
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