The four died Monday while travelling from Agra -- the city of the Taj Mahal -- to Coimbatore in the country's south.
"Heat seems to be a factor," Indian Railways spokesperson Ajit Kumar Singh told AFP, "it is really unfortunate".
"When the train was approaching Jhansi, we got a call from the on-board staff that one of the passengers is unconscious," Singh said.
"We rushed medical staff to the station but they found that three of the passengers were already dead."
A fourth person died later in hospital.
Temperatures have hovered around 45 degrees Celsius (113 Fahrenheit) in Jhansi, in northern Uttar Pradesh state, in recent days.
Singh said the Kerala Express train had no technical problems, but the tourists were not in air-conditioned coaches.
A passenger who was a part of the group that boarded in Agra said the train was stiflingly hot.
"Shortly after we left Agra, the heat became unbearable and some people started complaining of breathing problems and uneasiness," the passenger was quoted as saying by News18 television.
"Before we could get some help, they collapsed."
One of the dead was 81 years old, the channel said.
Much of India has been sweltering in temperatures that have risen above 50 degrees Celsius (122 Fahrenheit) in northern Rajasthan state. A number of deaths from heatstroke have been reported.
Temperatures touched 50.3 degrees Celsius in the Rajasthan town of Churu recently, just below India's record of 51 degrees.
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