CCTV footage shows the victim of a fatal stabbing at a train station in Sydney's south-west pulled the knife out of his own chest and stabbed his alleged killer.

Brandon Nunu Asiata, 16, managed to stab the 22-year-old man in the face, head, wrist and leg before he collapsed and died on the platform at Bankstown railway station in front of commuters yesterday evening.

The boy's 15-year-old brother was stabbed in the leg.

The alleged killer, Mosa Julius Mbele, has been charged with murder over the stabbing death.

Superintendent Dave Eardley says Mbele has faced a bedside court hearing in hospital. Mbele has serious stab wounds.

"Earlier this afternoon, the 22-year-old Bankstown man was remanded in custody charged with the murder of the 16-year-old boy," he said.

"He's currently remaining in hospital being treated. As soon as he's able, he'll be transferred to the care of Corrective Services."

Friends say they cannot understand why the 16-year-old was stabbed to death.

Some are gathering at the station dressed in red to remember him, while hundreds have left tributes on Facebook.

RailCorp says there was one security guard there, who acted appropriately, when the fight broke out.

Police say they had spoken to the victim in the past month.

Friends say the boy was a good person who made them laugh.

Brandon Asiata's cousin, Julia Kepu, says she warned him not to go to the train station last night.

She says Brandon had promised he would not go.

"I'm still shocked by what's happened. I couldn't even make it down the stairs to put his flowers down for him," she said.