When one of them drowned, the two others tried to rescue him but met with the same fate, witnesses said
They were struck during a thunderstorm that raged in parts of the Upazila, said Madhabpur Police OC Abdul Basit.
Rekha Begum and Kalon Begum, two 12-year-olds, died in Bulla village, and Tanzil Miah, 14, was killed in Uttor Surma on Wednesday afternoon.
Neighbours Rekha and Kalon were playing in the open when lightning struck.
The local people rushed them to the Madhabpur Upazila Health Complex but doctors pronounced them dead.
Tanzil was hit at around the same time while he was out in the courtyard. He was taken to a health centre but did not survive.