The women, married to two brothers in Dharmpuri village in Alwar's Rajgarh town, had left their house early in the morning after a dispute with their in-laws and committed suicide, SHO Mandawar police station Brijesh Kumar Meena told PTI.
The women were identified as Hema (25) and Babita (22).
Hema's son Kana (2), Babita's daughter of the same age, Radhika, and six-month old son, Golu, also died in the incident.
They were run over by the Ahmedabad-Agra Fort train early this morning, he said.