More than 50 people were injured, according to the Turkish media.
The Turkish government officials said that the blast was a terrorist attack, investigators claim that suicide bomber was responsible for the accident.
An Anadolu Agency correspondent at the scene said there were bodies and wounded people lying in front of the station on Hipodrum Street.
A large number of ambulances arrived at the site of the tragedy.
Eyewitnesses say two bombs exploded in a peace demostration organized by trade unions and a number of NGOs to protest against the conflict between the state and militants of the outlawed Kurdistan Workers` Party (PKK) in southeast Turkey.
Russian Embassy in Ankara has no information about Russian nationals being among the casualties.
The accident occurred at a time of growing security concerns in Turkey, and three weeks ahead of a parliamentary election.
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