The incident occurred in a toilet of a sleeper coach of Amarkantak Express (Durg-Bhopal) yesterday.
"The woman is an unauthorised vendor who sells popcorn on train," Habibganj Government Railway Police (GRP) incharge sub-inspector BL Sen said.
The woman hails from Budhni in Sehore district of the state.
He said the accused has been identified as Jitu (25) who hails from Bhopal.
No arrest has been made in the case so far.
"The woman reached Bhopal yesterday but returned to her home in Budhni last evening without lodging a complaint as the accused had threatened her of dire consequences," Mr Sen said.