The motives behind the attack were not immediately known, although a spokesman for the interior minister said: "It is too early to speak of a terrorist link".
A spokesman for the French state rail company SNCF said that the assailant was armed with guns and knives but gave no further details about the attack.
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An American and a Briton were reportedly among those injured.
The gunman was arrested after the train pulled into the station in the northern French town of Arras, the SNCF spokesman told AFP.
"The passengers are safe, the situation has been brought under control," train operator Thalys said on Twitter.
French Interior Minister Bernard Cazeneuve was heading to Arras in the wake of the incident, which occurred shortly after 6 pm (1600 GMT), his ministry said.
His spokesman Pierre-Henry Brandet confirmed to AFP that a man had opened fire on the train but said that at this stage "we do not know his motives".
The French actor Jean-Hugues Anglade, who appeared in the 1986 cult film "Betty Blue" staring Beatrice Dalle, was lightly injured, a witness told AFP on condition of anonymity.
Thalys said on its website that several trains had been delayed after the "intervention of security forces at Arras station".
"The train is at the station and emergency services are at the scene," said Thalys, which is jointly owned by the national rail companies of Belgium, France and Germany.
France remains on edge after Islamic extremists attacked the satirical magazine Charlie Hebdo and a Jewish supermarket in Paris in January.
In June, a man beheaded his boss and tried to blow up a gas plant in southern France in what prosecutors say was an attack inspired by the Islamic State group.
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