The blast occurred in a passageway of the station building, the Reuters news agency reported, citing Bavaria state police.
The incident came a day after the German government said Russia was responsible for an attempted drone attack at Leipzig/Halle Airport in the east of the country last month and announced a series of measures in response, including the closure of a Russian consulate and a cultural centre in Berlin.
German Foreign Minister Johann Wadephul said on Tuesday that the Leipzig incident was not isolated but fit into "a broader pattern of Russian hybrid operations in Europe."
Also on Tuesday, German police said they were investigating an incident at a substation near the Jänschwalde coal-fired power plant in the eastern state of Brandenburg, close to the Polish border, after explosive devices were found there.
'Full solidarity with Germany': Polish FM
Polish Foreign Minister Radosław Sikorski expressed solidarity with Germany on Tuesday.
"Poland stands for-square behind every ally attacked by Russia’s hybrid war," he wrote on X. "Full solidarity with Germany."
British Prime Minister Andy Burnham said Britain stood with Germany and that any Russian attempts to undermine support for Ukraine were "doomed to fail."
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Source: Reuters, IAR/PAP