The attack triggered retaliatory gunfire by BSF officials.
Later Saturday evening, a fourth rocket, which had not unexploded, was found in the fields of Pul Kanjari village.
However, Pakistani authorities Saturday denied any rockets were fired from their territory.
Following the attacks, there was tension in the border villages. Local villagers Saturday also staged a protest against the shelling and demanded that Indian authorities take strict action.
In a similar incident in July, four rockets were fired from Pakistani territory towards border villages in India.
India has erected an electrified barbed wire fence on its side of the 553-km India-Pakistan border in Punjab.