Vatican City has a train station but you cannot see it. You can, however, see the large gates within the papal state’s wall that enclose the train station and separate it from the main railway network in Italy.
The Citta Vaticano railway station is on a branch on the Roma-Capranica-Viterbo mainline and nominally connected to the Roma San Pietro train station which serves Trenitalia regional trains, including the numbered Lazio region commuter lines.
There is one way to visit the train station and that’s to take a Vatican City-sponsored day trip from the station to the Pontifical Villages about 15 miles southeast of Rome. In 2022, the trips are offered on Saturdays through October 29 and cost about €43.
A proposal intended for visitors interested in taking part in a tour of the Vatican City and the Gardens of the Pontifical Villas of Castel Gandolfo.
Every Saturday, a modern and comfortable electric train connects the historic Vatican City railway station with the Pontifical Villas for a Full Day visit that, starting with the wonders of the Vatican Museums and continuing through the Vatican Gardens, will lead the visitor to discover the Gardens of the Pontifical Villas.
Watch this video from The Round the World Guys – skip to 5:58 – for a view of the station and their ride to the villas. (I thought The Tim Traveller also made a video about the Vatican City railway station but I cannot find it on his YouTube channel.)
When I was in Rome this month – part of a longer trip to Rome, Florence, Lyon, Strasbourg, the Netherlands, and Germany – I wanted to see what I could see, so I walked south and west around the wall towards the San Pietro station. A street follows the southern wall; walk along this and you’ll come to an entry to a railroad viaduct. At this point, it’s at ground level, but to the left (south) the ground quickly slopes down several stories. The viaduct holds the branch from the main line and you can walk across it to San Pietro station.
If that’s too difficult to follow, go to the San Pietro station, go up to binario (platform) 1, and walk towards the large St. Peter’s Basilica you see to the right.