West Midlands Ambulance Service was called to the scene at 6.45pm on Thursday.
The ambulance service said it quickly was apparent that nothing could be done to save the person, and they were confirmed dead at the scene.
Trains were cancelled between Birmingham New Street and Wolverhampton while emergency services respond to the incident.
A spokesman for West Midlands Ambulance Service said: "We were called to reports of an incident near to Dudley Port Railway Station at 6.45pm.
"One ambulance, a paramedic officer, our Hazardous Area Response Team and a MERIT trauma doctor attended the scene.
"On arrival we discovered one patient who sadly, it quickly became apparent could not be saved and they were confirmed dead at the scene."