One of the girls was just 3 months old, and the other was 7.
The family tragedy took place last week in a one-bedroomed house in the Njibe residential area outside Ermelo, but the bodies of the man and his family were found at two different times and locations.
Police suspect the man had killed his wife and two children in the house and then went to lie down on the railway track in front of an oncoming train.
Police spokesperson Captain Carla Prinsloo said police had found the man’s body first.
“We were called out on Wednesday at about 05:45 to the scene where an unknown man had been hit by a train.
“According to the train driver, he had seen the man lying on the railway line too late and couldn’t stop the train in time.
“We had no idea who the deceased was,” said Prinsloo.
Police went to the house in Njibe on Thursday evening after neighbours went to visit the woman and found the bodies.
The baby girl’s body was found on the bed and the bodies of the mother (aged approximately 34) and the other little girl lay on the floor next to the bed.
All three had deep cuts to the neck and head.
“It was a gruesome scene and there was a lot of blood,” said Prinsloo.
Police officers who found the bodies were very upset, she added.
Bystanders told police that the father of the family was the one who had been hit by a train the previous day.
A blood-covered panga and pocketknife were found in the outside toilet.
The names of the deceased were being withheld as their bodies still had to be identified.
Prinsloo said the post-mortems would be held on Monday.
[Story by Arisja Jacobs appeared in Beeld]