Cardiff local, Samira Islam, died on Friday after being found unconscious in a flat with her family in Sylhet, Bangladesh.
Her father, Rafiqul Islam, 51, and 16-year-old brother, Mahiqul, died on Tuesday from suspected carbon monoxide poisoning.
Ms Islam’s uncle, Shabul Mian, said the death of the three family members was “indescribably sad”.
“First it was the father and son who died, then today the daughter also died. I pray for them to be granted paradise (in the afterlife),” he said.
The 20-year-old’s funeral took place on Saturday in Bangladesh.
Her mother, Husnara Begum, 45, and a second brother, Sadiqul, 24 were in critical condition following the suspected poisoning but have since been released.
The two surviving family members told police that there was a faulty electrical generator at the property they were staying at, according to the BBC.
They said it was used in an emergency on the night of the poisoning due to a power cut.
According to superintendant Farid Uddin, when the police visited the property, the generator was pumping out smoke.
Samples have sent to the laboratory to be analysed.
On 28 July, hundreds of people attended the funeral prayers of the father and son.
Family members including Mr Islam’s mother, brother and sister have flown to Bangladesh, according to a family friend.
Members of the community say they are in “complete shock” over the tragedy.
Muhibur Islam, from Jalalia Mosque and Islamic education centre, described Mr Islam as “a well-loved and well respected member of the community”.
“It’s been a complete shock, it still hasn’t sunk in for everyone.
“Most of us are now praying the remaining members of the family pull through this.
“All are thoughts are on them surviving.
“This is such an awful tragedy and we’re in utter disbelief. We ask that everyone pray for the family,” he added.
A Foreign, Commonwealth and Development Office spokesperson said: “We are providing consular assistance to a British family following an incident in Bangladesh and are in contact with the local authorities.”