French police officers block the access to Marseille's main train station on Sunday in Marseille, southern France. French police warn people to avoid Marseille's main train station amid reports of knife attack. [Photo/Agencies]

French anti-terror prosecutors are probing a knife attack on Sunday in the main train station in the southern French city of Marseille in which two people were killed, according to AFP.

The armed attacker was then shot dead by paramilitary forces that guard high-risk areas as part of Operation Sentinell.

The suspect was believed to have shouted "Allahu Akbar" as he carried out the attack, a source close to the investigation told AFP. Police cordoned off the area around the Saint-Charles station while they evacuated the station.

Gerard Collomb, the country's interior minister, said on Twitter he was heading to the city immediately after the incident.

France has been in a state of emergency following a spate of attacks by Islamist militants in the past two years, including attacks in Paris in November 2015 that killed 130 people.