The Islamic State group has claimed responsibility for a deadly knife attack in Marseille, saying the culprit was its "soldier".

Two women were killed at Marseille's main railway station on Sunday by a man armed with a knife who reportedly shouted "Allahu Akbar" (God is great) before being shot dead by soldiers.

A police source said it was probably a "terrorist attack" and anti-terrorism prosecutors have taken charge of the investigation.

Samia Ghali, a local senator, urged the public to be vigilant against attacks. "At any time, in any place, the threat may return," she said.

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Police have evacuated the railway station and advised the public to avoid the area.

One of the women killed had her throat cut and the other was stabbed, a police source said.

Investigative police officers with a body outside Marseille 's main train station. Photo / AP
Investigative police officers with a body outside Marseille 's main train station. Photo / AP

The attacker also injured several people, according to local reports.

Dominique, a tearful witness, described how the attacker grabbed one of his victims from behind and slit her throat. "She couldn't have seen a thing," she told CNews television.

"She was lying in a pool of blood as I ran away," she said. "I heard two shots fired. It must have been the soldiers."

The interior minister, Gérard Collomb, will travel to Marseille "immediately", his office announced.

Police have evacuated the station and sealed off entrances and access roads.

A police source said the assailant was armed with "at least two knives".

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After attacking the women, he lunged at soldiers patrolling the station, who opened fire. He died a few minutes later.

Another witness, Hajar told France Info radio: "I heard two shots, that was what triggered the panic.

"People came out of the waiting room shouting 'Run! Don't stay in the station. Everybody outside.

"I had just arrived at the station when everyone started running.

"People outside on the terrace came inside and shouted 'Run, get out! Then I saw a woman on the floor, they were giving her CPR."

After reviewing CCTV footage of the attack, the authorities decided to treat it as a terrorist incident.

An interior ministry spokesman said: "Anti-terrorist prosecutors have opened an investigation and the terrorist theory is the most likely."

The soldiers are among the thousands of armed security personnel patrolling streets and transport hubs since the Paris terror attack of November 2015.

France remains under a state of emergency declared after the attack. Since then, the country has been hit by a string of incidents, most of which have been claimed by Islamic State of Iraq and the Levant.