The incident came to light today when no one from his family was seen till late, Additional Superintendent of Police Bharatpur Bhawani Shankar said.
"26-year-old Navneet killed his mother who was sleeping in a separate room and murdered his wife, by allegedly shooting them in head and later committed suicide by shooting himself in Sewar area last night," he said.
He left behind a suicide note in which he did not mention the reason for the murder and suicide but said that he had purchased the weapon (pistol) from Haryana, the SP said.
He also wrote the number of his officer, he said."Primary investigation suggests that some family dispute was the reason though a detailed investigation would clear the reasons behind the extreme step of Navneet," he said.
The sailor, who got married in April this year, had come on leave for Diwali and was due to return to Mumbai today itself.
The bodies were handed over to family members after post-mortem, the SP said.