Hundreds of people chanted “Germany” and waved train tickets after being forced to leave Budapest’s Keleti station.
Officials said Hungary was trying to restore order and enforce EU rules.
Austrian police said 3,650 migrants arrived in Vienna from Hungary on August 31, with most heading for Germany.
Hungarian officials had earlier appeared to abandon efforts to register them under EU rules, which mean they should seek asylum in the first EU country they enter.
About 1,000 migrants congregated outside Keleti station, in the east of the city, as it was evacuated on September 1.
It was closed briefly and public announcements said no trains would be leaving.
The station soon reopened to non-migrant passengers, with lines of police preventing migrants from entering the main entrance.
The move came amid chaotic scenes after hundreds of migrants had tried to board services to Austria and Germany.
Some complained that they had paid hundreds of euros for tickets, and called for the station to be reopened so that they could continue their journey.
The number of migrants entering Europe has reached record levels, with 107,500 arriving in July alone.
Germany expects to take in 800,000 migrants this year – four times last year’s total.
Many of the migrants have been waiting at Keleti (East) station for days. Reporters said they are mainly Syrians, Afghans and Eritreans.
Under the EU’s Dublin Regulation, asylum seekers must register in the first EU member state in which they arrive. However, the protocol has been widely abused, as many of those who reached Hungary first arrived in Greece, where they failed to claim asylum.
The Berlin government has already said it is suspending the Dublin rule for Syrians who have travelled to Germany.
Some 1,400 people had arrived in Munich by September 1, after travelling through Austria, and more were due.
German Chancellor Angela Merkel on August 31 called for greater EU co-operation on the issue and implicitly called for other countries to welcome more refugees.
“If Europe fails on the question of refugees, then it won’t be the Europe we wished for,” she said.
The risks for migrants travelling through Europe were highlighted last week by the deaths of 71 people, who were found in a lorry that had travelled to Austria from Budapest.
Most of the dead were thought to be Syrians fleeing the country’s civil war.
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People who are really from war zones and trying to get asylum will register and wait their processing time then travel to their destination. People who are real refugees will not throw away their official papers, passports, lie, refuse to give their finger prints and try to hide in trucks with smugglers. They will wait calmly in the country they entered to get their status approved. This is unfortunately not the case with most of these people. Most are NOT refugees but illegal immigrants hoping to get to countries that offers the most social benefit so they would not have to work. They are not going to rich peaceful Muslim countries because they don't want them. They are not going to the "next safe country" because that won't give them anything. People who are approved will get free housing, salary and free education. Most of these people were promised this and hoping to get it. These people are arriving here organized in large numbers while they giving them false hope, help them get here, finance them so they can cause this nonsense. EU leaders want each countries to have a quota, an amount of refugees they should take. Why? Who caused the war? Who took advantage of these countries for hundreds of years? Why those won't step up the plate and solve this?