Rescue operations were launched immediately, and all four taken to the next nearest post on foot, but three of them - Havaldar Kamlesh Singh, 39, Naik Balveer, 33 and Sepoy Rajinder, 25 - succumbed to their injuries. All three were from Rajasthan.
"In an unfortunate incident of avalanche in Machhil sector, the Army lost three valiant soldiers," an army official said, adding that the bodies have been recovered.
Jammu and Kashmir Chief Minister Mehbooba Mufti expressed deep sorrow over the deaths.
The avalanche struck two days after a 24-hour avalanche warning was issued in several districts of Jammu and Kashmir, including Kupwara, on Wednesday, shortly after a 6.2 magnitude earthquake on the Afghanistan-Tajikistan border region jolted parts of north India.
Last month, 11 people - including a one-year-old baby - were killed after a vehicle they were travelling in was hit by an avalanche in Kupwara. A Border Roads Organisation engineer, who was also hit by an avalanche in the same area, was recovered but could not be revived.
With inputs from agencies