Superintendent Louis Jacobs said Oleseng Mosetlwa, 44, Letlhogonolo Monnamorwa, 28, and Joyce Molehane, 51, drowned on Sunday, during a church baptism ceremony at the Kgomotso river at 14:00.
The drowning was reported to the police at 17:00 and a search begun.
It was called off on Sunday night.
The search resumed on Monday and the bodies were found at midday.
Police have opened an inquest docket for investigation.