The vehicle lost control, went flying off an interchange and landed on a set of train tracks below.
Police say they believe a train may have then struck the car.
The two people in the vehicle were killed.
Police can't yet say what caused the accident in Montreal's west-end LaSalle borough.
However, the weather in the Montreal area had been miserable since Tuesday night, with freezing rain giving way to heavy snow.
It was not immediately clear whether the deaths were caused by the fall or the impact with the train.