The identities of the woman, aged about 30, and her daughter could not be known immediately.
Setabur Rahman, sub-inspector of Joydebpur Rail Station, said the woman along with her baby jumped in front of the train around 10:30 am.
Later they were taken to Sreepur Upazila Health Complex in critical condition where doctors referred them to Mymensingh Medical College and Hospital, reports UNB.
They died on the way to the Mymensingh hospital.
Police suspected that the woman might have killed herself and her baby over a family feud.