The mishap took place in the Durung Mainajan area under Khetri police station.
The wild elephants were mowed down by the Rajdhani Express while they were trying to cross the railway line in search of food.
According to locals, the incident took place around 10 pm on Tuesday.
Locals said a herd of elephants regularly roams in the area in search of food.
Forest officials reached the area in the morning after they were informed about the incident.
The forest officials said the post-mortem examination was carried out with the help of railway police.
They said the wild elephants would be buried at a designated place.
Locals from the vicinity came to the spot to pay their respects to the two elephants which lost lives.