A woman and 16-year-old girl died after being hit by a train at Ealing Broadway station.
Commuters at the scene described it as a "nightmare" as emergency services flooded the area.
London Fire Brigade (LFB) said it was called to reports that an adult and child had fallen on to the tracks at Ealing Broadway, shortly after 6pm.
British Transport Police (BTP) said the deaths were being treated as "unexplained" and it was still too early to confirm the identities of the victims.
A BTP spokesman said: "We were called at 6.10pm to Ealing Broadway station following reports that someone had been hit by a train.
"We attended along with the Metropolitan Police, London Ambulance Service (LAS) and LFB and discovered two people had been struck and killed by the train.
"We're still working to determine the identities of the deceased or how they came to actually be on the tracks.
"At present we're treating the incident as unexplained."
Eyewitnesses described seeing at least one woman stood on the edge of the platform moments before the collision.
Taz Phalora, 22, from Ealing, was on his way home when he witnessed the tragedy.
He told Mirror Online: "I was waiting for my train and there was probably about 50 or 60 people on the platform.
"Out of the corner of my eye, I saw someone pretty close to the track for the high-speed line behind me.
"Seconds after I turned back around I heard a massive thump and then people started screaming.
"I left just as the fire engines were turning up but I just wanted to get home, it was a horrible experience."
Another eyewitness, who asked not to be named, said: "I didn't see them fall but I heard a loud bang and the train sounding its horn.
"The screams were sickening and people were all looking over the edge of the platform."
Police have appealed for witnesses or anyone with information to come forward.
LAS said staff including its hazardous area response team had been sent to the station but that two people had been pronounced dead at the scene.
Following the incident, Heathrow Express said all services between Paddington station and Heathrow airport had been suspended, while First Great Western said there were delays of up to 90 minutes to and from Paddington.
