The officers - identified as Conrad Gary, 31, and Eduardo Marmolejo, 36 - were chasing a suspect involved in reports of shots fired at about 6 p.m. on the Metra tracks in the city's Rosemoor neighborhood.
One of the officer's bodycam videos shows the officers exit their patrol car, go up a hill to the Metra tracks at 103rd and Cottage Grove Avenue and talk about where the offender could have gone.
RELATED: What we know about the 2 CPD officers killed by a train
In the distance, the officers can see a train approaching heading north making noise. Police said it possibly masked the sound of another high-speed, Indiana-bound South Shore Line train full of commuters that was only feet behind them. The bodycam video then fades to black. Police said it happened fast and the officers died instantly.
South Shore train officials said their trains go a maximum of 65 mph. Although until the trains' event recorder is downloaded, the exact speed of the train that hit the officers is not known. With another train coming from the other direction South Shore said it's possible the engineer may have dimmed the lights, but they were never turned off.
The Fraternal Order of Police, the police union, said there are protocols to follow when it comes to responding to calls near tracks.
"There are protocols and we think everything was adhered to with these officer but it's an unfortunate set of circumstances. We certainly have questions and I think the investigation will get those answered," said FOP president Kevin Graham.
CPD officers will often notify Metra if they are on Metra tracks, but Metra was not notified Monday night, said Metra spokesman Michael Gillis.
Police said a suspect was taken into custody and a gun was recovered at the scene. He was possibly test firing a gun but he never fired shots at the officers, police said.
VIDEO: Mayor Emanuel speaks at 5th District after officers killed by train
Both of the officers were married with children and new to the force.
Gary had an infant child and was CPD for only 18 months and graduated from Oak Lawn Community High Schools.
Marmolejo had three young children and has been on the force for 2.5 years.
"Pray for the families of these two heroic young men, pray for the 5th District who, even tonight, will stop at nothing to safeguard the community," said Chicago police Superintendent Eddie Johnson said.
Early Tuesday morning, two ambulances carried the bodies of the officers from the scene. With full police honors, the 15-mile procession wound past the 5th Police District where they were stationed, then onto the medical examiner's office where officers saluted as a sign of respect.
"We've lost two young men, both fathers, young families," said Mayor Rahm Emanuel. "This holiday will never be the same for those two families. While our hearts are with them we lost people who answered the call to try and make Chicago a better place.
Johnson said 2018 has been an "immensely difficult" year for the Chicago Police Department. The officers are the third and fourth Chicago police officers killed in the line of duty this year. Chicago police Cmdr. Paul Bauer and Officer Samuel Jimenez were both killed in 2018 in separate shootings.
RELATED: CPD Cmdr. Paul Bauer fatally shot at Thompson Center in Loop
RELATED: Mercy Hospital shooting: 4 dead, including CPD Officer Samuel Jimenez
In a tweet, Gov. Bruce Rauner said, "Deeply saddened to learn of the tragic deaths of officers Conrad Gary and Eduardo Marmolejo. Our thoughts and prayers are with their families and the entire @Chicago_Police Department."
It's been a particularly tragic year for CPD's 5th District. Counselors will be on site to help officers and staff grieve.
In addition to losing these two officers, the 5th District has lost at least two others to suicides and another to a health issue.
5th District mourning fallen officers
Tuesday, two crosses were placed in front of the department offering both comfort and a grim reminder of the two officers that will no longer be walking through those doors. Police hung memorial bunting at the entrance of Chicago Police Headquarters at 35th and Michigan.
Funeral services for the officers were not finalized Monday night.