The pair, who have not yet been named, were struck by a train just before 8.20pm yesterday.
Eyewitnesses said the pair were 'hugging' when they threw themselves in front of an oncoming train.
POLICE: Trains shot at twice in Doncaster on same dayThey were pronounced dead at the scene.
Posting about the tragedy on Twitter last night, a Virgin Trains spokesman said: "My heart is broken for all involved in this tragic incident.
"Services are returning to normal but so much pain will remain.
"If you have been affected by tonight's events, please talk to the Samaritans."
A British Transport Police spokesman said: "Officers were called to Doncaster railway station to reports of two people being struck by a train.
"The call came in to police at 8.19pm on Tuesday, March 27 and officers attended alongside paramedics.
"Sadly two people were pronounced dead at the scene.
"Officers will now work to establish their identities and inform their next of kin.
"The investigation into how they came to be on the track is underway and a file will be prepared for the coroner."Call the Samaritans on 116 123.