The 65-year-old man and 57-year-old woman were walking along the train tracks outside Tofield at around 11 p.m. Tuesday night when they died.
Police say one of the two people had a cane.
They were both carrying German passports but had no information that would indicate where they were staying in Canada.
RCMP say they don't know how the couple ended up on the train tracks 15 kilometres away from Tofield in the middle of the night.
Police say they have questions about the couple, who have not been identified, but don't believe the deaths are suspicious.