The Carletonville police say the personnel of Sinqobile Security were patrolling near the station when they came across the bodies of two unknown men next to the railway tracks.
They reported the matter to the police, who went to follow up.
They soon discovered the men and found they had been shot in the head and upper body. Six empty 9 mm cartridges were also found at the scene.
The police have opened murder cases following the incident.
In another crime in the same area, thugs caused millions in damage to the old railway station.
The Carletonville police say Spoornet personnel visited the old Bank Station at approximately 06:00 on 21 June.
They discovered that cable thieves had caused massive damage in the relay room when they stole numerous copper cables. They also damaged other equipment.
The estimated damage to the station is approximately R9 million.
Police suspect the cable thieves had plundered the facility for some time.
