The four injured people have been admitted to a nearby Civil hospital in the Kalapipal town of Shajapur district, tweeted the official handle of the Railway Ministry.
"Passengers reported injured taken to civil hospital, Kalapipal. Accident Relief Medical Equipment, Ujjain, reached the site," it said.
1/ Unusual Incident of Explosion in Passenger Train 59320 on RTM Divn. of WR at around 09.45 hrs 4 person injured- Ministry of Railways (@RailMinIndia) March 7, 2017
B/W Bjopal-Ujjain pic.twitter.com/qvmOlhAIab
The blast, which took place as the train was about to reach Jabdi station, damaged the glass panes in the general coach. After the train came to a halt, smoke engulfed the coach, which caused panic among passengers who rushed out to save themselves.
A thorough investigation is on to ascertain the cause of the blast, Mr Jayant said. He added that a relief train is on its way to the site of the incident.
Jabdi falls between Kalapipal and Sehore railway stations in Madhya Pradesh.
3/3 No casualty. Detailed investigation of incidence of blast in general coach of 59320 in Ratlam Div being done by RPF/GRP @RailMinIndia- Western Railway (@WesternRly) March 7, 2017
(with inputs from PTI)