Kejriwal boarded the Shiv Ganga Express along with his parents and select party activists as well as a couple of Delhi Police personnel. He will reach the Hindu holy city Tuesday morning.
A virtual mob massed outside his carriage as word spread that the former Delhi chief minister was inside. Many people - passengers and onlookers included -- warmly shook hands with him.
Others took several photographs of the man on their mobile phones.
Kejriwal is expected to camp in Varanasi, in Uttar Pradesh, until the constituency goes to polls May 12, the last day of the 10-phase Lok Sabha election.
Senior AAP colleagues including Sanjay Singh and Manish Sisodia are already in Varanasi, where Kejriwal faced a hostile reception last month when he went to address a public rally.
The Aam Aadmi Party blamed the Congress and the BJP for the protests during which some people hurled stones and eggs at Kejriwal when he came out of the Kashi Vishwanath temple.
"Though campaigning is already on in Varanasi, Arvind's presence will boost the morale of party members," a member of the AAP told IANS on phone from the Hindu holy city.
April 24 is the last date for filing nomination in Varanasi. The last date for withdrawal of nomination is April 28.
Some of the people gathered at the railway station Monday said they too were going to Varanasi in support of Kejriwal.
"I am all for AAP, and I will stay in Varanasi for 20 days," Rajesh, a 52-year-old resident of Jahangirpuri here, told IANS.
Kejriwal is expected to spend time in villages in Varanasi, focussing mainly on small meetings all over the constituency and having discussions with members of various communities.
He will also visit Amethi to campaign for colleague Kumar Vishwas, who is pitted against Congress vice president Rahul Gandhi.
"Kejriwal knows how to strike a chord with people. That's his biggest strength," a party member said.
Supporters from surrounding areas have been called in for what is expected to be a fierce contest in Varanasi, Sisodia told IANS.
From Delhi, party activists have started reaching Varanasi.
Since Quami Ekta Dal leader Mukhtar Ansari has withdrawn from the electoral race, a popular view is that that there may be mass voting by Varanasi's Muslims in favour of Kejriwal.
The AAP has a different view. "Muslims have always been with us. We don't need to polarize Varanasi by appeasing Muslims," Sisodia said.
Varanasi is home to 1.6 million voters. The seat was won in 2009 by Murli Manohar Joshi of the BJP, defeating Mukhtar Ansari.