A message tweeted from its Twitter account at about 11.30am warned delays are expected on services running between Maidenhead and London Paddington stations.
It added: "A person has been hit by a train at Slough meaning trains may be delayed or cancelled. Updates to follow shortly."
Writing on Twitter Gareth Rutter said: "Just seen someone throw themselves under a high speed train at slough station."
Jack Smith tweeted: @FGW @fgwkmc fatality in the Slough area. Please let's pause to reflect and think of those affected - family, friends, train crew.
A spokesman from First Great Western confirmed there has been 'an incident' at Slough train station and services to and from Slough could be be delayed or be cancelled at short notice.
It was unable to provide furthur details.
British Transport Police also confirmed they are attending the scene.
Updates to follow.
Top Ten Articles
The Met Office has issued a yellow alert for Windsor and Maidenhead, Slough and Wokingham, warning that rain moving eastwards across the south of the country may turn to snow in some places.