The children and an adult woman were killed, an official in Kunar province said, when a NATO jet was called in during a firefight between Afghan soldiers and the Taliban.
A coalition spokesman told Stars and Stripes they were aware of the report, but there had been no reports of civilian deaths from the scene of the battle.
"We are also aware of reports of several civilians injured from the engagement, but no reports of civilian deaths," the NATO-led International Security Assistant Force said in a written statement to the BBC. "ISAF takes all reports of civilian casualties seriously, and we are currently assessing the incident."
Afghanistan's Khaama Press said provincial officials also counted 11 Taliban dead, including a reputed area commander.