The deceased have been identified as Vimal and Deepmala, both aged between 20-22 years, police said.
"According to prima facie, it is a case of suicide. Their family members will reach and verify the identity of the bodies," a police official said.
Deepmala was sister of Vimal's wife, he added.
Tickets of train journey from Jodhpur to Lucknow and a slip with a mobile number written on it was recovered from the spot, the official said.