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A knifeman killed two women at the main train station in the French Mediterranean city of Marseille before being shot dead by soldiers on patrol on Sunday, in an attack claimed by the Islamic State group.

One of the victims had her throat slit by the assailant, a man with a criminal record believed to be in his 30s who witnesses said shouted "Allahu Akbar" (God is Greatest) at the start of his rampage.

The two victims remained unidentified but were both "around 20 years old," a police source said.

Troops serving in a special 7,000-strong force known as Sentinelle set up to guard vulnerable areas in terror-hit France responded to the stabbings and shot dead the attacker.

French Interior Minister Gerard Collomb said about a dozen witnesses were being questioned.

Collomb said that video surveillance footage showed the assailant attacked the first victim, then fled - only to return and kill the other woman.

The assailant was known to the authorities for a string of common law offences and had "no papers on him," a source said.

He was identified by his fingerprints after being shot dead.

"I was on the esplanade just in front of the station," Melanie Petit, an 18-year-old student, told AFP. "I heard someone shout 'Allahu Akbar' and I saw a man who seemed to be dressed all in black."

Later, IS’ Amaq propaganda agency cited a "security source" saying: "The executor of the stabbing operation in the city of Marseille... is from the soldiers of the Islamic State."

After the lunchtime attack, anti-terror prosecutors said they had opened an investigation into "killings linked to a terrorist organisation" and the "attempted killing of a public official".

The latest deaths came with France still on high alert and under a state of emergency following a string of attacks in recent years by extremists linked to the Islamic State group or al-Qaeda.

Since 2015, a total of 239 people have been killed in France by militants, according to an AFP count before Sunday's incident.

The incident came only days after the IS released a recording of what it said was its leader Abu Bakr al-Baghdadi urging his followers to strike their enemies in the West.

France has deployed troops and its air force to the Middle East and is a leading partner in the US-led international coalition fighting IS in Iraq and Syria, where the militants are being driven back.

Since November 2015, the country has been in a state of emergency which gives the government and security forces greater powers to combat extremists and launch anti-terror raids.

Agencies contributed to this report.