Detectives from the serious collision investigation unit have been working to gather evidence and establish the circumstances surrounding the crash.
The A46 was closed for much of Saturday, but the northbound carriageway has since reopened.
The southbound carriageway remains closed and is not expected to open until Sunday, a Leicestershire Police spokesperson said.
Det Con Madeleine Hayes said: “This is a tragic incident with three people losing their lives.
“We know the car was travelling on the A46 from Nottingham. I’d like to speak to anyone who was driving in the area who may have witnessed events leading up to the collision.”
The force has asked people to view their dashcam footage from between 00:30 and 01:05 and contact police with any information.