Though he fell down from the train last night, his body was recovered from the track this morning at a place under Rayagada section of East Coast Railway, the police said.
The man was identified as Jogendra, a native of Jammu and Kashmir.
The incident took place at a place between Tikiri and Rouli rainway station, about 90 km from here.
The police and the GRP were probing the cause of his death.
The body was sent for postmortem to a government hospital at Tikiri.
Jogendra slipped and fell down from the train when other passengers were sleeping at night, the police said.