Wednesday’s blast was near the town of Kislovodsk in the Stavropol region neighbouring troubled Chechnya.
Russian interior ministry officials said the blast was caused by two explosive devices on the tracks.
The ITAR-TASS news agency also said the explosives were home-made and had been planted on the track, rather than on the train itself.
There were about 50 passengers where the bomb’s deadliest impact occurred, said an emergency ministry official from Rostov.
The Interfax news agency said several carriages caught fire as a result of the blasts and as many as 29 people were hurt.
The train was shuttling local people from Kislovodsk to Minaralniye Vody, another spa town.
The region is to the north of troubled Chechnya, where a decade of violence between federal forces and separatist rebels has killed tens of thousands of people. The conflict has often spilled into neighbouring regions.