'Brave' dad and toddler die in twin pram train tragedy

A two-year-old girl and her father have died after a pram rolled onto train tracks. (Dean Lewins/AAP PHOTOS)

A heroic father has died trying to rescue his twin toddlers, one of whom survived, after their pram rolled onto train tracks.

Emergency services were called to Carlton Railway Station in Sydney's south at 12.25pm on Sunday following reports a pram had rolled off the platform.

A 40-year-old man and his two-year-old daughter died at the scene, NSW Police confirmed.

Her twin sister and their 39-year-old mother survived.

The man had instinctively tried to save his two children, Superintendent Paul Dunstan told reporters on Sunday.

"As they've got out of the lift, they've taken their hands off the pram for a very, very short period of time, and whether it's a gust of wind or, we're not quite sure, but it appears that the pram has instantly started to roll in the direction of the train lines.

"He's just gone into 'parent mode' and tried to save his two young daughters that have fallen onto the tracks and in doing so, it's cost him his life, but it's an incredibly brave and heroic act by the dad," he said.

CCTV footage has been reviewed as police investigate, with the speed of the train also to be determined.

It was not due to stop at the station, Supt Dunstan said.

"The train did stop only a short distance from the end of the platform so it appeared that it was slowing as it was heading through the station," he said.

Sydney Trains chief executive Matt Longland said drivers were instructed to approach stations with caution, and the staff involved were being supported.

"They're two of our more experienced crew ... but clearly the nature of this incident was very confronting," Mr Longland said.

The Rail, Tram and Bus Union said it would also be providing support.

Premier Chris Minns said the father died in an extraordinary and instinctive act of bravery.

"That's not going to bring him or his little daughter back, but it shouldn't go unremarked upon," Mr Minns said.

"In the face of a terrible, terrible accident, he gave his own life to try and save his children."

The surviving girl managed to avoid injury, Supt Dunstan said.

"I think through good luck more than anything.

"The police that climbed under the train said that she was sort of in between the tracks, the way that she'd fallen, and she was largely untouched," he said.

The mother was traumatised.

"She's a member of the local Indian community so she's being well supported up there by her friends and family, but she's clearly in a state of shock and struggling with what's happened today," Supt Dunstan said.

Members of the public are urged to avoid the area and buses will replace trains for some time. 

A report is being prepared for the coroner.

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