The girl, identified only as Nong Kaem, a Matthayom 2 student at a school in Nonthaburi, was travelling to visit her grandmother in Surat Thani. She left Bangkok in the company of her elder sister and a male friend, and another girl aged 10 years.
The group returned to Bangkok, departing at 5pm Saturday, travelling in a second-class sleeper.
The elder sister, aged 22, said she went to sleep around 2am in Hua Hin and woke up around 4am when the train was in Ratchaburi. She realised her young sister was not there. The girl's bunkbed was searched, the bed sheet and the girl's backpack were missing from her bed.
The sister said that the light in the carriage went off about 1am.
Noppawong police station in Bangkok was advised the girl was missing on Sunday morning.
An initial investigation found she disappeared from the train between 3am and 4am, when the train was in Phetchaburi province, SRT governor Prapat Chongsanguan said Monday morning.
Police searched the train but found no sign of the missing girl.
Four railway employees were detained for questioning. One of them had scratches on his body, but he said it was from loading stuff on to the train. No suspects had been charged. The investigation was continuing, including taking of DNA samples, police said.
Mr Prapat said a 50,000 baht reward was offered for anyone who could provide information leading to the girl's whereabouts.
Railway vehicles used for track maintenance were being used in the search for the girl along the track between Phetchaburi and Prachuap Khiri Khan, Pol Lt Col Songklod Pattanawaraporn, chief case officer at Noppawong police station, said.
Pol Col Viset Katephand, deputy chief of Railway Police, said security camera footage at some stations along the route had shown no sign of the missing girl. The police will continue to search for the girl and will ask for the names of all passengers for further investigation.The girl was still missing late Monday afternoon.