The bodies were discovered from inside a school building in the Kanksa police station area in the district, some 150 km from Kolkata.
"We found the dead body of a female, aged around 28 years with a five-month baby girl in her arms and a girl of seven years. The woman's hands were tied with a rope and her face burnt," Superintendent of Police S.M.H. Meerza said.
The bodies, which are yet to be identified, have been sent for post-mortem with the police suspecting they were murdered before their bodies were set on fire.
"The victims were perhaps killed somewhere else and their bodies dumped here," added Meerza.