The incident occurred yesterday under Dildarnagar police station area, they said.
Aanshu Ram (18) and Archana (16), both from Usia village, were in a relationship since the past one year and wanted to get married, but their families were opposed to it, the police said.
Both are said to have got "married" in a local temple yesterday before jumping in front of the train, according to the police.
The bodies have been sent for post mortem, they said.