A married man and a woman who was to get married in May, jumped before a moving train under Vibhuti Khand police station limits on Saturday midnight.
Their mutilated bodies were found on railway tracks between Gomti Nagar and Malhaur railway stations, police said on Sunday.
The bodies have been sent for post-mortem examination.
The victims, were in their 20s, and have been identified as residents of Bahraich. While the man had a four-year-old daughter from his 18-month-old marriage, the woman was to get married in May, police said.