The source said an anonymous call at around 9 a.m. local time (0600 GMT) claimed that a bomb has been placed at a train station.
A search for a suspected explosive device is ongoing.
Police have also launched checks at Moscow`s other train stations in bomb scare.
"The decision on the evacuation from the other train stations has not been taken," a police spokesperson said.
Moscow police have been put on high alert following the deadly terrorist blast at the capital`s Domodedovo airport on January 24 which killed 36 people and injured dozens.
Last weekend, police in Moscow evacuated several shopping malls after receiving bomb threats.(*)
Editor: Ruslan Burhani
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