Nelson House RCMP say the fire broke out Saturday afternoon when the children were inside the building.
Two six-year-old girls and a five-year-old girl were airlifted to Winnipeg to be treated for burns.
RCMP say one of the six-year-olds is in serious condition.
A three-year-old boy was also injured by the fire but was treated and released.
RCMP and the Office of the Fire Commissioner are investigating and say they haven't determined the cause of the blaze.