The red shirts have said the train was carrying troops to the capital, Bangkok, to take part in a crackdown on anti-government rallies.
But the army denied those claims, saying the 70 soldiers were to be deployed in the country's south.
In another district of Khon Kaen overnight, hundreds of red-shirted protesters stopped three military buses with soldiers aboard and forced them to return to their base.
And in a third incident nearby, the army said that 200 soldiers were detained by protesters but later released.
Al Jazeera's Wayne Hay, reporting from Bangkok, said there were rumours circulating that the red shirts have support from elements in the military.
"It's been a concern from the start that should we enter into some sort of confrontation, we would see some sort of split develop within the military," he said.
"Those rumours certainly continue. We've seen some situations ... a few weeks ago when the military were very easily overcome by the red shirts."
The developments in the north come amid mounting anticipation of an army crackdown against the red shirts after six straight weeks of protests in Bangkok.
Thousands of protesters marched to the UN headquarters in Bangkok's old part on Thursday to submit a petition calling on the world body to send a peace-keeping force to prevent the government from using violence against them.
An estimated 2,000 members of the United Front for Democracy against Dictatorship (UDD) handed over the petition to the head of security at the UN office.
The previous day, the army had said it would use force to disperse anti government protesters occupying the city's main shopping district.
An attempt to force an end to the protests earlier this month led to bloody clashes on the streets of Bangkok in which 25 people died and hundreds were injured.
Our correspondent also said there was growing opposition to the red shirts among Bangkok residents, with other groups of protesters coming onto the streets.
Hay said one such group was the "multicoloured", a group which doesn't belong to any particular political group but want the red shirts to leave.
"On Wednesday night we saw a small group of those protesters taking matters into their own hands, throwing bottles at the red shirts and using slingshots.
"The red shirts didn't retaliate for the most part but as those numbers of protesters grow as is expected in the coming days, certainly those clashes could become more serious."
Red shirt activists have been fortifying their bases in the city with home-made barricades, blocking entrances with barriers made from bamboo poles and car tyres draped with plastic sheeting.
Piles of sharpened bamboo sticks and broken paving stones have also been stockpiled, triggering fears of new confrontations with security forces who are threatening to use tear gas and live rounds if necessary.
The red shirts have been camped out on the streets of Bangkok since March 12, with the stand-off causing widespread disruption, closing shopping malls, hotels and causing millions of dollars in losses for Thailand's vital tourism industry.
The red shirts consist mainly of poor rural workers and pro-democracy activists who opposed the military coup that ousted Thaksin Shinawatra, the then prime minister, in 2006.
They want parliament dissolved immediately and new elections called, saying the current government is illegitimate.
A report in The Nation newspaper on Thursday said red shirt leaders were insisting on an immediate dissolution of parliament and had rejected an appeal by a national economic council to wait until a budget bill was passed in July.
Some leaders of the red shirts had previously suggested they might consider a three-month timeframe for Abhisit Vejjajiva, the prime minister, to dissolve parliament and call elections.
With tensions mounting, the US government weighed into the crisis on Wednesday urging both sides to seek a peaceful resolution to the standoff.
"We would continue to encourage both sides to work out their disagreements peacefully," Philip Crowley, a state department spokesman, said in Washington.
"We don't believe that violence in any shape or form is a solution to this political challenge."