The Met Police said Sutton Railway Station is closed and several other roads are shut in the area after the incident at 19:08 GMT.
A spokesman for the force said inquiries are still ongoing to trace the teenager's next-of-kin and no arrests have been made.
"An urgent investigation is under way", a spokeswoman said.
Disruption warning
The teenager was treated at the scene by London Ambulance Service but died as a result of his injuries, she added.
Both Thameslink and Southern have said on X (formerly Twitter) that the railway station is closed with further updates to follow.
Southern posted on its website that trains were currently unable to call at the station and it was anticipated disruption would continue until the end of the day.
Customers were advised to use alternative routes and check travel information before setting out.
