The incident occurred a day before France holds the first round of its presidential election.
Police officer killed, another wounded in Paris shooting
The country is on alert following the killing of a policeman by an Islamist militant on Thursday.
The SNCF spokesman said the man had approached gendarmes patrolling the train station. He was told to lie down and followed the orders before he was arrested.
The scene led panic among passengers who tried to flee the scene, a witness told Reuters, adding that trains have been delayed.
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