At Euston, one of London's busiest train stations, people were seen on social media running out of the building.
"Officers are currently at Euston station responding to a security alert," the British Transport Police said in a statement.
"We are investigating but there appears to have been a small contained explosion which is believed to have been caused by an e-cigarette which was in a bag at the station. No one is believed to have been injured."
It said the station should open shortly but delays were expected after officers with search dogs checked that the area was safe.
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Britain is on high alert after a series of militant attacks in London and Manchester this year that have killed 36 people.
Earlier on Tuesday, Liverpool airport was evacuated and passengers kept on the tarmac while a bomb disposal team dealt with a suspicious package.
It soon returned to "business as usual", a spokesman said.
