A 40-year-old man, Babloo along with his wife and three children jumped before a running train in Jhusi police station area, a kilometer away from Allahabad Railway Station, on Sunday.
The police said the family took the extreme step due to family dispute, adding that no suicide note was found yet.
Babloo, a taxi driver, was a resident of Chakra Harihar band village. Other deceased have been identified as his wife Rekha and his children Golu (15), Sonu (13) and Nikhil (12).
Acting in-charge of Jhusi police station, sub-inspector CB Singh said they got information about the dead bodies lying at the railway track at around 1.00 pm. A police team seized the bodies, which have been sent for autopsy. He added that they suspect the victims jumped before the Patan-Sikandrabad Express Train passing through the area in the morning, though they have found no witness to the incident yet.