The man attacked two police officers on patrol at the station, with a 30cm (12in) knife, police said.
An anti-police inscription was found on the man's knife, reports say. No police officers were injured in the incident, which occurred at about 07:00 local time (06:00 GMT) on Monday.
The authorities believe the incident was not terrorism-related.
"The police used their firearms, thus eliminating all danger, both for themselves and for travellers," Interior Minister Gérald Darmanin wrote in a tweet (in French).