The accident took place when the train from Dhaka hit the three-wheeler the victims were travelling in at suburban Gazipur.
"They died (on the spot) as the train rammed the three-wheeler... The railway crossing was unmanned," TV reports quoted a police officer as saying.
Witnesses said the auto-rickshaw got stuck on the railway tracks when the trains rammed it.
Police said the victims were all relatives and their age ranged from 4 to 27 years.