All the four were contract labourers and hailed from Madhya Pradesh, he said.
The deceased were identified as Anita Bhaiyyalal Shinde (32), Jaya Raju Khatawase (35) and Shivani Gajanan Bhoryalay (18).
"They were run over by the Bandra Terminus-Indore Express between Malad and Goregaon stations at around 12.20 pm. Another woman, Sunita Gajanan Bhoryalay (35), was injured and admitted to a nearby hospital," said a senior Government Railway Police officer investigating the incident.
The Western Railway dubbed it as a case of trespassing - a term used to describe illegal crossing of tracks.
In a statement, the WR said the four women's site of work was far away from where the incident took place and hence the incident was being seen as a case of "trespassing".
The WR statement added that the four were contractual labourers and not railway employees.