Police spokesman Juergen Henningsen said two of the stabbed people died after the attack.
Schleswig-Holstein state interior minister Sabine Suetterlin-Waack said the attack occurred around 3 p.m. local time.
“It’s terrible,” Suetterlin-Waack told German public broadcaster NDR. “We are shocked and appalled that something like this happened.”
The regional police and the federal police were on site and the public prosecutor’s office was investigating the attack, NDR reports.
The train station in Brokstedt was closed for several hours.
Police did not provide information on the identity of the suspect and said his possible motives are under investigation.