An argument broke out between Mukesh Yadav and his wife at their rented accommodation in New Palam Vihar area at around 10 pm over the food for dinner following which he thrashed her.
"The accused killed his daughters in a fit of rage," said senior police official Ravinder Kumar.
Yadav's neighbours had informed the police about the incident, who reached the spot and took Yadav into custody.
"He (Yadav) was under the influence of alcohol and indulged in fight with his wife over the dinner. He first thrashed his wife and when his daughters, aged 3 and 5 years, clung to their mother and cried for help, he attacked them with bricks," Ram Mehar, a neighbour of Yadav, claimed.
Yadav has been booked on murder charges and sent to judicial custody, the police officer said.