The incident happened shortly after 8pm this evening at Doncaster railway station when the pair are thought to have thrown themselves in front of the oncoming train.
Early reports say the couple were hugging as they jumped off the platform at the same time.
A large emergency services presence was reported to be at the station and train company Northern say services through Doncaster are currently delayed.
A spokesperson for the British Transport Police said: "Officers were called to Doncaster railway station to reports of two people being struck by a train.
"The call came in to police at 8.19pm on Tuesday, March 27 and officers attended alongside paramedics.
"Sadly two people were pronounced dead at the scene.
"Officers will now work to establish their identities and inform their next of kin.
"The investigation into how they came to be on the track is underway and a file will be prepared for the coroner."