The fire, which was noticed around 2 pm, was doused after an hour and there was no report of any injury, they said.
The train was brought from the cleaning yard to the platform when the incident took place. It had reached Mathura at 9 am and its scheduled departure for Allahabad is 8.20 pm.
The officials said the entire rake was empty.
The cause of the fire is yet to be ascertained, they added.