Sudhir Gupta jumped in front of a moving train on Farukkhabad-Kasganj railway section last night and committed suicide, they said.
The victim, a native of Farukkhabad, lived with his family in Deshal locality in Faridabad district.
On Monday last Sudhir allegedly killed his wife and two children and escaped, they said.
A team of Faridabad police had reached here yesterday in search of Sudhir, they said.