No one was injured in the incident which happened as the team was returning to their hotel from the Barsapara Stadium on Wednesday morning.
It comes a month after a similar incident in Bangladesh where a rock broke a window, prompting security to be beefed up.
Authorities believed local children were behind the rock-throwing.
Earlier, India had a forgettable outing with both bat and ball as Australia bounced back in the T20 series with a crushing eight-wicket win in the second game on Tuesday, according to the Times of India newspaper.
Rookie pacer Jason Behrendorff (4/21) ripped through the Indian batting to restrict the hosts to a below par 118.
Later, Travis Head (48 off 34) and Moises Henriques (62 off 46) shared an unbeaten 109-run stand off 76 balls to fire Australia to a series levelling win in just 15.3 overs.
The victory was also Australia’s first over India in eight T20 Internationals. The series decider will be played in Hyderabad on Friday