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The Congress MP followed his mother and Congress president Sonia Gandhi, who Monday flew economy class to Mumbai.
Though no one was injured in the train attack, three coaches, C-2, C-4 and C-7, were damaged.
One stone pierced the twin glass window of the Shatabdi Express and landed inside coach C-4. The glass panes of two other coaches suffered damage.
The attack is being viewed seriously by Haryana Police as well RPF officials because the train had a VIP guarded by the Special Protection Group (SPG) on board.
None of the stones hit the C-3 coach in which Rahul Gandhi was seated, on a window seat.
The SPG did not allow the train to stop at Panipat station following the incident.
Rahul Gandhi, who travelled by train to and fro Ludhiana and Delhi, alighted at the New Delhi station just after 11 p.m. Tuesday. He looked unperturbed.
Fellow passengers said the incident left them disturbed.
'A child sitting next to the smashed window could have been hurt. If this has happened because of Rahul travelling on this train, it would be better if such VIPs don't travel with the public. The stone hit the window like a bullet and landed inside with glass pieces,' a passenger said.
Rahul Gandhi had made the day-trip to Punjab's Ludhiana city to take part in a training camp for Youth Congress members.