"An individual carrying a knife came into the station, was pointed out to a police patrol which immediately arrested him," one of the sources said.
No-one was injured in the incident.
Another police source added that the arrest caused a "panic movement" with a number of travellers abandoning their luggage in the middle of the station.
One police source said that some travellers saw the man, a 20-year-old Malian, "inside the station, knife in hand" and pointed him out to police, who detained him.
The incident came two days after the Champs Elysees killing of a policeman and one day before France goes to the polls in the first round of close-run presidential elections.
France remains under a state of emergency following a string of attacks that have claimed 239 lives since 2015.
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