The incident took place when station manager M P Sharma (56) was returning to his room after visiting the toilet on platform number one.
He noticed a man, who had covered himself by a shawl, following him. When Sharma asked him why he was following him, the man, who was around 25 years old, simply whipped out a pistol and shot Sharma, police said.
After firing, the man fled.
The bullet hit the station manager on the left side of his chest, said Suresh Singh, GRP police station in-charge.
Search is on for the assailant, he added.