As the train was coming to the city from Mettupalayam, the woman along with children jumped before the train at Kannarpalayam, police said.
While the woman and younger daughter killed on the spot, the elder daughter, with critical condition was admitted in Government hospital in Periyanaicken Palayam, some 25 kms from here, they said.
The identity of the woman and reason for committing suicide was yet to be ascertained, police said.