Video footage shows passengers running through carriages away from flames and clambering out of train windows.
The incident happened at around 20:00 local time (11:00 GMT) near Kokuryo station, in the city's western suburbs.
Police say a man in his 20s was arrested at the scene. Local reports suggest he was in a Halloween costume.
Eyewitness reports and footage appears to show a suspect in a bright purple and green suit, similar to the Joker character from the Batman comics.
