All five killed were in the van, Stone County Coroner Wayne Flurry said.
The lone surviving van passenger, a 23-year-old woman, was flown to a hospital, he said. No one aboard the train was reported injured.
The crash occurred when a Canadian Pacific Kansas City freight train collided with a vehicle in a crossing.
The location was near the town of Wiggins about 72km northwest of Biloxi.
The Stone County Sheriff's Office was investigating the crash.
"Our most sincere condolences go out to the families of the victims of this tragedy," the railroad company said.
The driver of the van, Ryan C. Peterson, 26, and the front seat passenger, Kristina Carver, 45, were among those killed, Flurry said.
Two of Carver's daughters also died, 22-year-old Emley Chamblee and 20-year-old Sarabeth Chamblee, as did 23-year-old Demarcus Perkins.