The woman, identified as Soubhagini Behera, who had fled after being rescued from the well on Saturday, was caught from a temple where she was hiding, Inspector In-charge of Kishorenagar Police Station, I Kerketta said.
Behera had attempted suicide after allegedly pushing into the well the three boys, aged around 6, 4 and 2 years, the police said.
While fire brigade personnel rescued the woman from the well after being informed by villagers, the three children could not be saved, they said adding, the woman ran away shortly after being pulled out.
The woman was now being interrogated by the police to ascertain the circumstances under which she had taken the extreme step, they said.
Her husband, who was the sole breadwinner of the family, was now lodged in jail after being arrested for some offence and the woman was apparently finding it difficult to manage the family, the villagers said.