The man was travelling on the Rhaetian Railway from Untervaz, 10 kilometres north of Chur, cantonal police said.
The train arrived in the station at around 6.01am but the man missed his opportunity to disembark until the train pulled out three minutes later, police said.
Because the doors were locked, the man jumped out of a window and on to the platform as the train started moving.
Police said he received serious injuries to the head.
An investigation has been launched into the case.
Police are looking for anyone who may have seen to accident to contact them in Chur or to telephone 081 257 73 00.