Plumes of dark smoke billowed out of the Haramain train station in the coastal city of Jeddah as crews tried extinguishing the blaze. The fire was first reported just after 12:30 p.m., Reuters noted.
Online videos showed people walking on the roof of the structure while helicopters hovered overhead. Around 16 medical teams were at the scene.
Five people were taken to hospitals with injuries, Reuters reported. It was not clear if the injuries were life-threatening.
The cause of the fire has not been determined.
The $7.3 billion station had opened last year, connecting Mecca and Medina, known as the holiest cities in Islam, with Jeddah.
The station was part of the Kingdom's efforts -- dubbed "Vision 2030" -- to boost tourism as it shifted away from an oil-dependent economy.