The Scottish Society for the Prevention of Cruelty to Animals said the ferret was discovered at about 7 p.m. Monday at Edinburgh's Haymarket Station just after the departure of a train from London, STV reported Wednesday.
The animal was taken to the SPCA's facility in Balerno while officials search for the owner.
"We're not sure if he has escaped from someone's house nearby or if he has ventured further and traveled all the way from England on the train," SPCA Senior Inspector Jenny Scott said. "He's very friendly so he is obviously someone's pet. We'd love to return him to his owner as I'm sure they'll be missing him a lot."