A police officer told IANS that the incident took place Saturday night at the Mother Teresa Home situated in Kedalganj area of the Alwar town, some 150 km from Jaipur.
"We were informed early morning today (Sunday) that three girls - aged about 14 years - were missing from the shelter home," a police officer said.
The girls, identified as Puja, Laxmi and Urmila, were found at a railway station about a year ago and sent to the custody of the state government's Child Welfare Committee, the officer said.
"The committee sent the three girls to the Mother Teresa Home from where they disappeared yesterday (Saturday) night. It is being investigated whether the girls fled from the shelter home on their own," said the officer.