The station building and Track 1 are currently closed, a police spokesperson told daily Bild Wednesday morning. Train service is disrupted and is being rerouted to the other tracks.
Window panes were also damaged by the explosion. Explosives experts from the Bavarian State Criminal Police Office are on the scene, according to police.
The cause of the explosion is still unknown.
Public transportation around the train station building has also been affected.
Police are also investigating suspected sabotage at an Amprion power substation in Bergheim, in the western state of North Rhine-Westphalia, public broadcaster WDR reported.
A short circuit knocked several power lines out of operation, but the wider electricity supply was unaffected.
Police suspect the incident was deliberate rather than the result of a technical fault. Investigators are examining whether it could be connected to the suspected sabotage in Brandenburg.
The incident came after unidentified suspects carried out a sabotage attack on an electrical facility at a major power plant in the eastern state of Brandenburg on Tuesday, according to authorities.
Brandenburg Interior Minister Jan Redmann said the suspects used projectile devices to cause a short circuit in an extra-high-voltage line near the Jaenschwalde power plant.
“We cannot currently confirm that an explosive device detonated there or anything of that sort,” Redmann said.
Police earlier said devices apparently made from pyrotechnics had been found at an electrical substation, although reports differed over whether any of them exploded.
Bild reported that police had confirmed an explosion and discovered several improvised incendiary and explosive devices, not all of which detonated.
Public broadcaster RBB, however, quoted police spokesperson Stefanie Pilz as saying that no explosion had occurred.
Grid operator 50Hertz said unknown perpetrators damaged several transmission lines, briefly interrupting operations. All lines were later restored, and the public electricity supply was unaffected.
The Jaenschwalde facility near the Polish border is one of Germany’s largest lignite-fired power stations.