Nita (26) and her brother-in-law Umesh (18) jumped before a train on Lucknow-Faizabad line near Nageshwar nath temple under Jehagirabad police station area, police said.
According to the locals, the deceased who were residents of Lakhaucha village were in a relationship for the past sometime and had wanted to live together, police said.
The bodies have been sent for the post-mortem and probe is on in the matter, they added.