There is an infrequent commuter-rail train to Vrindavan. It leaves Mathura Junction from Platform 8 (which is on the side nearest the car park (parking lot) to the extreme left of the arrivals hall and ticket counter as you enter the station. There may be a booth on the platform where you can buy a ticket prior to boarding, otherwise you can also buy a ticket from the conductor on the train. The fare is Rs 6. From Mathura the trains depart at 6:20 AM, 8:55 AM, 2:55 PM, 4:55 PM and 7:25 PM, arriving at the Vrindavan railway station about 40 minutes later.
From Vrindavan the times are 7:25 AM, 9:40 AM, 4:10 PM, 5:40 PM and 8:30 PM. As with the bus, there is not a lot of provision for large articles of luggage. Any amount of hand-luggage is fine as there is space under the seat and overhead bins which are seldom used and provide a lot of space. There is a Computerised Railway Reservation window at the Vrindavan railway station, which is very convenient if you are staying in Vrindavan and need to book tickets. It is open from 9:00AM to 5:00PM Monday - Saturday and 9:00 to noon on Sunday. There is also a Computerised Railway Reservation office at the railway station in Mathura.
