Two of the victims died at the scene of the 2:40 a.m. shooting, a multifamily house at 98 S. William St., and the third died at St. Luke's Cornwall Hospital in Newburgh, the Poughkeepsie Journal reported.
Ava Lewis told NBC-TV, New York, two of the victims were her cousin John Lewis and one of his longtime friends.
"They'd help you. These guys will help you," Lewis said. "They'll give you their last dollar if they have it, they'll give it to you."
A judge in Manhattan said recently Newburgh is "the most pathetic place" in New York because of its gang and drug-related violence.
"This is the city of death," one woman at the scene told the TV station. "The devil owns this town.
"This right here just sent a message. It sent a message that nobody in Newburgh is safe."