The tragedy took place late Monday in Gonda district's Diwli village, about 120 km from here.
Neighbours told police that Prema Devi, 38, was brutally assaulted by her husband Jagdamba Prasad Lodh for not bearing a boy. She was so badly beaten that she could not walk.
After Lodh left for the fields late Monday, Prema Devi set herself and her five daughters - Sudha (12), Rekha (10), Nisha (7), Roopa (5) and Shikha (2) - on fire. Neighbours tried to rescue them but it was futile.
Police have arrested the husband on a complaint filed by Prema's brother Shri Chand, circle officer Sukhveer Singh told IANS.
The brother in his complaint alleged that Lodh frequently tortured his sister for not having a son. Neighbours, too, testified that Lodh would often beat up his wife.