There are no direct Hua Hin to Kanchanaburi train services, but you can still travel by rail (rather than being cramped up in a minibus for 4 hours +), if you take a northbound train from Hua Hin to Nong Pla Duk Junction or Nakhon Pathom (where you can visit the world's largest Chedi - the Phra Pathom Chedi).
By far the best option to take (although it is a little longer) is the Hua Hin to Nakhon Pathom to Kanchanaburi route.
The reasons to take this route are:
There are far more trains leaving Hua Hin to Nakhon Pathom.
If there are delays (which are quite frequent), you can spend your time visiting the Chedi and town, or even stay the night in one of Nakhon Pathom many hotels or guesthouses (there is nothing to do in Nong Pla Duk Junction).
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All services operate daily.
Ord = Ordinary Train
Rap = Rapid
Ex. = Express
Sp. Ex. = Special Express
Sp. Ex. DRC = Special Express Diesel Railcar - (Sprinter Train)
As you can see from the train schedules below, there a far fewer departures to Nong Pla Duk from Hua Hin and they are all Ordinary trains that are not known for being on time.
It is possible to travel from Hua Hin to Kanchanburi by train in a little over four hours.
But the chances of making that connection are quite slim.
What you could do is to buy a ticket to Nakhon Pathom for the 252 train - if it is on time get off at Nong Pla Duk Junction, if not, stay on until Nakhon Pathom and spend the morning visiting the sights and having lunch, then take the afternoon train to Kanchanaburi.
If you take the later 254 train, you will stand a better chance of making the connection, but again, if it is running late, stay onboard and overnight in Nakhon Pathom.
Tickets for the Hua Hin to Nong Pla Duk Junction trains cost:
Tickets for the Hua Hin to Nakhon Pathom trains start from 33 Baht to many 100's of Baht for the special Express services.
To see a full price list for all these trains:
Tickets from Nong Pla Duk Junction or Nakhon Pathom to Kanchanaburi operate with 3rd class fan cooled carriages and cost 100 Baht (this is a tourist fixed price for any rail journey on the Kanchanaburi Line - the published fare from Nakhon Pathom is 15 Baht).
Before embarking on this journey, you are advised to check all train departures directly with the State Railway of Thailand.
You can check times at the station or you can visit their timetable page on the official SRT website here >