The bodies of the girls, all below 11 years and missing since February 14, were found in a well in their native village on February 16 and a complaint in this regard was lodged by their family on February 17.
Though police initially registered a case of accidental death, postmortem conducted on Monday at Bhandara confirmed sexual abuse and murder, police said, adding the case was registered under relevant sections of IPC against unidentified persons.
Irate villagers on Tuesday staged a protest against the ghastly incident and blocked traffic for some time.
Meanwhile, senior NCP leader and Union minister Praful Patel on Tuesday demanded a thorough probe into the incident and trial before a fast track court. He was speaking to the media after meeting the bereaved family members at Murwadi.
Demanding capital punishment for the accused, Patel said the victims' kin would be given adequate compensation.
Patel represents the Bhandara-Gonida parliamentary constituency in this east Maharashtra district.