The private Dogan news agency said the weapons on the train included a rocket launch pad and 300 rockets.
Turkish authorities suspect Iran is using Turkey as a transit route to send arms to Hezbollah, the Shia group in Lebanon, via Syria.
Meanwhile, Turkey has continued to send military reinforcements to its border with Iraq, amid debate over whether to launch raids on bases of the Kurdistan Worker's Party (PKK) in northern Iraq.
"The PKK must be eliminated as a problem between Iraq and Turkey," said Oguz Celikkol, Turkey's special envoy to Iraq, said on Wednesday.
Recep Tayyip Erdogan, Turkey's prime minister, on Tuesday called for the US and Iraq to destroy the PKK bases in northern Iraq.
He did not rule out a cross-border Turkish operation.
"Our patience has run out. The necessary steps will be taken when needed," Erdogan said.
Asked whether Iraqi authorities had been informed about a possible cross-border Turkish operation, Levent Bilman, Turkey's foreign ministry spokesman, said the decision was "only Turkey's business."
"We do not have to inform anybody about the possibility of such an intervention," he said.
The Turkish military says up to 3,800 Kurdish separatist rebels are now based in Iraq, from where they launch cross-border operation on targets inside Turkey.
Turkish forces have fought Kurdish separatists in Turkey's southeast since the rebels took up arms in 1984, in a conflict that has killed thousands of people.