Union Minister of State for Power Jyotiraditya Scindia flagged off the express train (11102/11101) from Gwalior.
The train will leave from Gwalior every Saturday and from Pune every Monday, Railway sources said.
After the inaugural function at Gwalior, Scindia reached Shivpuri to welcome the train and again flagged it off for onward journey to Pune.
When the train reached Scindia's constituency Guna, a large number of people welcomed it by garlanding railway staff and distributing sweets, the sources said.