The Romanian man, 59, jumped onto a ledge on the side of the train when he realised he'd left his luggage inside.
He then clung on for 15 miles before the driver was alerted and made an emergency stop at the nearest station.
The BBC reports that rail company Deutsche Bahn said the man grabbed plastic bellows connecting two carriages of the Bielefeld-Hannover express on Thursday.
The man was allowed to continue on his journey to Hannover, although it is thought he was later to be questioned by police.
A police is spokesman is quoted as saying: "The 59-year-old can thank the rail personnel for the fact that he is still alive."
A similar incident occurred in Perth last month when a 23-year-old man was arrested for clinging on to a train.
According to the Independent, a spokesman for the city's Public Transport Authority said: "He was clinging on to a windscreen wiper — were he to fall it's a very unfriendly and unreceptive surface with ballast and rail and concrete sleepers, he would have almost certainly been killed, if not badly injured."