London Fire Brigade said crews were investigating "smoke issuing at platform level" at Oxford Circus station.
Passenger Tom Singer tweeted a photograph of smoke filling a carriage of a Bakerloo Line train at the station. Another photo posted by Joe Bunting showed passengers in a smoky subway car covering their mouths and noses.
British Transport Police said its officers were on the scene but the cause "is not currently being treated as suspicious."
Passengers say staff ordered everyone to leave just before 9 am (0800GMT) today. There were no immediate reports of injuries.
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