The train will run thrice a week between Margao and the Lokmanya Tilak Terminus (LTT) in Mumbai.
"I am always ready to support the demands of Goa government. They requested for the train and we ensured it could happen," Prabhu said.
Goa Chief Minister Laxmikant Parsekar and Union Minister of State for AYUSH Shripad Naik were present on the occasion.
Parsekar said the fully air-conditioned double decker train would help boost tourism.
"The train will help tourists to come to Goa. I am happy the service has been started. It's the first fully air-conditioned double decker train of its kind in India," he added.