The Thar Express train, linking India and Pakistan through Rajasthan, reached Munabao on Saturday after an overnight journey from Jodhpur.
The express train carried over 200 passengers.
The train, having seven bogies, reached Munabao Station on Saturday morning after covering a distance of 329 kms without a halt, official sources said.
The passengers of the Thar Express, who would board the other train from Pakistan in the afternoon for the second leg of their journey, were being subjected to immigration and customs checks.
The immigration and customs checks took place at the newly-built railway station in Barmer district of Rajasthan, 2.5 km from the International Border.
The Indian passengers will undergo another round of checks before leaving for Mirpur Khas in Pakistan, the sources added.
The Munabao-Khokrapar train link is the second one between India and Pakistan after the Samjhauta Express, which runs between Amritsar and Lahore. This train link was suspended after the 1965 Indo-Pak war.
Initially, the train will run on a weekly basis and the frequency could be increased if there is a demand.