All three confirmed deaths took place in Logan County, Ohio, which was hit by a tornado on Thursday night.
Dozens of people were also injured in Indiana. Tens of thousands are still without power.
The toll is expected to rise as authorities begin to investigate the extent of the damage.
According to authorities in Logan County, about 70 miles (112km) from the state capital Columbus, two of the deaths took place in a trailer park near Indian Lake. The third person is believed to have died at another location.
The county’s coroner, Dr. John O’Connor, told the New York Times that all three died from blunt force trauma.
On Friday morning, some areas were still inaccessible to first responders and police due to debris and downed power lines.
According to Logan County Sheriff Randy Dodds, the number of dead could rise.
“It’s one hell of a mess up there,” Mr Dodds said. “It looks like a war zone.”
To the west in neighbouring Indiana, officials said that at least 38 people were injured in Randolph County, where the town of Winchester was badly damaged and at least one church completely destroyed.
12 of the injured were taken to nearby hospitals.
In Kentucky, Governor Andy Beshear said that there was some “really significant damage”, particularly to the town of Milton in Trimble Country near Louisville.
By 09:00 ET (13:00 GMT), there were more than 33,000 people without power in all three states, with approximately 21,000 in Ohio.
According to the Storm Prediction Center, India had at least two tornadoes and Ohio had five.
The tornadoes were part of a larger system of storms that hit the central and eastern US on Thursday.
The Storm Prediction Center has warned that a large swath of the US, including parts of Texas, Georgia, and Alabama, remains under heightened threat of tornadoes on Friday.
‘Significant injuries’ in Indiana linked to severe storm, more tornadoes reported in Kentucky
Several people were injured significantly in Winchester, Indiana, where severe thunderstorms and possible tornadoes occurred on Thursday afternoon.
Police in Ohio sent an email to The Associated Press early Friday confirming the deaths of two people caused by a fierce storm system. Chief Deputy Joe Kopus of the Logan County Sheriff’s Office in Bellefontaine, Ohio, said there likely would be more fatalities discovered, noting there was heavy damage in Lakeview, Midway, Orchard Island and Russells Point.
The storm reportedly also destroyed a mobile home park and a Taco Bell in the eastern Indiana town and severely damaged other properties in Randolph County, about 85 miles east of Indianapolis. Around 8:20 p.m. EDT, a funnel cloud was observed in southwestern Delaware County.
Further southeast, several reported tornadoes wreaked havoc in southern Indiana and north-central Kentucky on Thursday.
The Indiana Emergency Management Agency confirmed two tornadoes outside Madison, Indiana, one in Hanover and another in Switzerland County.
No injuries have been reported, but at least one home and a trailer were damaged. There were almost 9,000 power outages reported in the state.
Weather service meteorologists earlier warned that tornadoes and large hail could possibly threaten parts of north-central Texas and the Midwest with the greatest overall threat occurring across eastern Oklahoma, Arkansas and southern Missouri.
Damage also seen in Kentucky
The town of Milton, Kentucky, near the Indiana border, suffered ‘considerable damage’ from the storms, according to the fire department.
“Please avoid Milton if at all possible,” Milton Fire and Rescue said in a social media post Thursday.
Across the Ohio River, in Jefferson County, Indiana, homes were damaged and trees and power lines were knocked down after a reported tornado moved through Thursday, Sgt. Stephen Wheeles of the Indiana State Police posted on X.
