Suhail Ahmad and two others were caught by the Railway Protection Force from the Ahmedabad-Jammu Tawi Express near the Merta Road station in Nagaur district on Thursday night.
They were handed over to the Kulgam police the following day, an RPF official said.
Suhail (22) is wanted in a case of a recent attack on a police vehicle in Kulgam that left one policeman dead, the Kulgam police said, adding that the identities of the other two were being ascertained.
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