The train is to reach New Delhi railway station a little after 11 p.m. Tuesday.
Haryana Police and Railway Protection Force personnel rushed to the spot where the stoning took place to investigate who was behind the attack.
Haryana is ruled by a Congress government led by Chief Minister Bhupinder Singh Hooda.
The state goes to assembly elections next month.
People are non-plussed by the stoning. It is unusual for a Shatabdi train to be stoned in Haryana. Congress supporters had gathered at different stations to greet Gandhi, but were unable to meet him.