The station, in Elizabeth, New Jersey, was evacuated alongside businesses in the surrounding area. One eyewitness described the blast as "thunderous", but there have been no injuries.
A bomb squad robot was at the scene when the blast took place, however authorities have confirmed that it was not a controlled explosion.
Chris Bollwage, the Mayor of Elizabeth, confirmed that the suspicious package contained "an explosive device" and "could have hurt a lot of people". The device is understood to have been found in a bin at the station.
The incident comes as FBI agents are questioning five people over the explosion that injured 29 people in New York at the weekend.