Photos posted on social media showed a man and his horse as they boarded a train in the mountainous, forested Austrian state of Styria.
He reportedly tried to board two trains with his equine companion on Wednesday, but the train conductors refused to continue the journey with Frieda on board.
Austria's national railway system playfully joked about the situation at first, then more seriously warned others not to follow suit, pointing out that horses were not permitted on its trains. Some smaller animals, however, are allowed.
Read more: Learning to respect wild animals again
"The tame (but uninvited) guest had to leave the train — it was still an amusing afternoon," Austrian Federal Railways (ÖBB) tweeted.
"We hope this will stay a one-off," ÖBB spokeswoman Julianne Pamme was quoted as saying by Austrian news agency APA, adding that horses could be dangerous in certain situations, such as if the train had to brake suddenly.
The Austrian Federal Railways guidelines state that small, harmless animals in closed and secure containers, as well as dogs on leashes and wearing muzzles can be taken on trains.
law/sms (AFP, dpa)