Valued at INR54.5bn ($1.22bn), the order has been placed by Lalitpur Power Generation Co, a Bajaj Group company.
Under the contract, BHEL will set up three coal-fired thermal units of 660MW each with supercritical parameters.
The company has commissioned about 9,900MW of power generating sets of various ratings in Uttar Pradesh, so far.
BHEL said it has established the capability to deliver 15,000MW of power equipment per annum and further augmentation to 20,000MW per annum is underway.
