Passengers on the Virgin Trains East Coast Service are understood to have reported hearing a bang, described by some as being like a cannon shot and screaming.
The Edinburgh to London train was forced to make an emergency stop in the East Lothian countryside before limping to the nearest station.
There, the buffet car was understood to have been sealed off.
A spokesman for Virgin Trains on the east coast route said that no-one had been hurt in the incident and explained that investigations were ongoing.
He said: “We are currently investigating an incident on March 26 in which a train door became dislodged while the train was in service.”
He added: “No passengers or staff were injured in this incident and our staff responded by ensuring the train was brought to a standstill immediately.
“We have alerted the Rail Accident Investigation Branch about this incident and will cooperate fully with their investigations.”
Harry Barker, one of the passengers on the Monday morning service, and said he thought the train was going at its “full speed” when the incident happened.
However it was not known if this was the case.
He said: “Just east of Prestonpans there was an almighty bang.
“It was like the One o’clock Gun, and one the girls who was working screamed loudly.
“The door had burst open and flew back and the train stopped very quickly.
“The door was still on the train but had blown open so somebody could have fallen out.”
Mr Barker, an expert on trains as chairman of the East Lothian Community Rail Partnership, added: “There was a lot of kerfuffling about but the driver got out and phoned control.
“I think there was disbelief at control as they asked him to repeat about three times.
“Network Rail turned up and started trying to tighten bolts. Eventually they did and the door was shut.”
Mr Barker had to abandon his trip to London – he was already running late due to another train being delayed – and the vehicle was eventually taken back to Edinburgh.
“This should never have happened and I don’t know how it did,” he said.
Mr Barker said the doors on the train in question were manual and have to be opened from the inside to get out.
Carriages like this have been largely phased out, but some InterCity 125 services still have them.
Mr Barker added: “They do have a central locking system which means they shouldn’t be able to open when it is moving.”