RTL radio reported on Thursday that one of the women was apparently a founder of the Kurdistan Workers Party, or PKK, which seeks autonomy for Kurds in Turkey.
Police would not confirm RTL's report that all three women were shot in the head.
French Interior Minister Manuel Valls visited the scene at the Information Center for Kurdistan, hours after police and firefighters found the bodies. He told French TV the deaths are "without doubt an execution".
In Turkey, Huseyin Celik, the deputy chairman of Turkey's ruling party, said the attack appeared to be the result of "an internal feud" within the PKK.