Emergency Services - including a Wiltshire Air Ambulance - were called to Marston Road at approximately 15:10 after a collision involving a silver Ford, black Land Rover and a lorry.
The women's next of kin have been informed and Avon & Somerset Police have provided them with a specially-trained Family Liaison Officer who is giving much-needed support at this time.
One occupant of the Land Rover was taken to a nearby local medical facility but their injuries are not believed to be life-threatening.
The A361 was closed until around about the time of 00:05 while collision investigation work was carried out and the road cleared.
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