A man wanted over the murder of a mother and daughter in Sydney's west has been found dead.


Officers were looking to question 28-year-old Hong Rui Fu after two women, aged 49 and 26, were found dead in their Auburn home on Wednesday.


Details about how the women died haven't been released.


Last night a man's body was found on train tracks at Bundanoon in the New South Wales Southern Highlands.


The body has to be formally identified, but police believe it's Mr Fu, after a car belonging to one of the women was found nearby.


Police have ruled out any suspicious circumstances in the death.


AAP