Police from St George Local Area Command were called to Hurstville station shortly before 2pm on Thursday after receiving reports of a woman walking through the rail corridor.

They searched the tunnel but a short time later they received reports that a woman had been hit by a train and had died at the scene.

Horrified witnesses and train passengers were escorted from the platform.

"I will never forget what I just saw," one witness wrote on Twitter.

So I was just on a train that hit and killed someone at hurstville... They made us all get off and I will never forget what I just saw.... — Sydney / Kimberly (@WeAreSydney) November 20, 2014

Was on a train this arvo heading home and the train I was on hit a person who died.Such a tragic event #sydneytrains #hurstville — Cath Bingham (@CathABingham) November 20, 2014

Police refused to comment on whether it was a case of self-harm, but they have launched a criticial investigation.

"An independent incident team from Central Metropolitan Region will investigate all circumstances surrounding the incident," police said in a statement.

The incident caused significant delays on the Eastern Suburbs-Illawarra line and South Coast line as commuters made their way home.

arrives at hurstville.... 50mins after when i was meant to arrive......... — mish (@mish_shellx) November 20, 2014

Hearing people complain about the train delays - someone died at Hurstville, have a heart. — k. (@______katieeee) November 20, 2014