Reeta Devi, a resident of Devdhar district of Jharkhand, gave birth to a boy on platform number one of the station, Railway Protection Force (RPF) officials said.
The woman, who boarded Okha-Guwahati Express at Ahmedabad, had labour pain when the train reached Kota, the officials said.
She got off the train with her two minor children and was assisted by woman TT Sugna Meena and RPF constable Madhu Marodiya.
After the birth, Reeta and the infant were admitted to a nearby hospital.
Her husband, who was not travelling with them, has been informed.
When contacted on phone, her husband Manoj Raput said that his wife had boarded a general coach of the train as she wanted to celebrate Deepawali at her home.