Led by the party's state vice-president Inderjit Karwal, Shiv Sena activists staged a demonstration infront of the train and raised slogans against the Union government.
Later a rally was also organised at the railway station.
Protestors climbed on the train engine and blocked the rail track.
Sena activists claimed that the hike of Rs five per litre in diesel price and restriction of six LPG subsidised cylinder supply per family will place an additional burden on people.
The protestors said the move is likely to lead to a further rise in the prices of essential commodities.
Sena activists demanded an immediate rollback of hike in diesel prices and withdrawal of cap on cooking gas cylinders.
While Karwal claimed the protest near Shatabdi express lasted for 15-20 minutes, railway sources said the train was stopped by protestors for few minutes only.