The mishap took place near Koa railway bridge when 3236DN Sahebganj-Danapur Inter-city Express ran over the three persons, including the four-year old girl, while they were trying to cross the railway line, Kahalgaon station manager Samar Kumar Singh said.
While two elderly persons, said to be a couple, died on the spot, the girl, who appears to be the victim's granddaughter, sustained severe injuries, he said.
The bodies have been sent for post-mortem and the girl has been referred to the Jawahar Lal Nehru Medical College and Hospital for treatment, Singh said.