Police in Italy, Switzerland and France are searching for six-year-old twin girls who disappeared after their father died in an apparent suicide.

The body of Matthias Kaspar Schepp, 43, a Canadian-born resident of Switzerland, was found by a railway station near the southern Italian port city Bari shortly before 11pm on Thursday, according to Swiss police in the canton (state) of Vaud.

Authorities believe Schepp, who was separated from his wife, threw himself under a train. Police in Switzerland, Italy and France are searching for the twin girls, Alessia and Livia, who lived in Lausanne with their mother, Irina Lucidi, 44.

According to Italian news reports, Schepp picked up his daughters from their mother's home on January 28 for the weekend.

Swiss police said Schepp, rather than returning the girls to their mother, took them when he left his home in St Sulpice, a suburb of Lausanne, on January 30.

Both girls were described as wearing glasses and blue jeans, with Alessia bundled in a white jacket over a striped shirt, and Livia dressed in a purple ski jacket over a green t-shirt.

Swiss authorities said they alerted all European police that the girls were missing on January 30. Swiss police said an initial investigation has determined that Schepp, also blond-haired and wearing glasses, drove the girls in a Swiss-registered Audi A6 through Annecy, France, on Monday and on to Marseille on Tuesday.

After leaving Lausanne, Schepp turned up in Marseille and Toulon, France, before showing up in Italy, Italian police official Alfredo Fabbrocini said.

"There's a gap of a few days," Fabbrocini said, adding that police were trying to track down the man's movements through cash withdrawals, CCTV, witnesses and phone calls.

Authorities have urged anybody with information to come forward. The search has included helicopters and dogs, according to ANSA, the Italian news agency. A Facebook page set up to find the girls invites people with information to make contact.

According to the Facebook page, authorities are now investigating whether he took the girls from Marseilles aboard a ferry to the French island of Corsica. He sent his wife a postcard from Marseilles saying he could not live without the girls, and Fabbrocini said Schepp's will had been found in his house in St. Sulpice.

Sign up to our free newsletters

Get the best updates straight to your inbox:
Please select at least one mailing list.

You can unsubscribe at any time by clicking the link in the footer of our emails. We use Mailchimp as our marketing platform. By subscribing, you acknowledge that your information will be transferred to Mailchimp for processing.