Both France and Italy have been tightening immigration controls in recent weeks, fearing an influx of North African refugees from the revolutions and fighting in Tunisia, Egypt and Libya.
A group of French and Italian activists had planned to board what they had dubbed "The Train of Dignity" in the Italian border town of Vintimille and cross into France to protest the measures.
But staff and information panels in the station indicated that all departing trains had been cancelled. A French controller told reporters this was on the orders of the French regional governor on the other side of the border.
Furious, a group of protesters marched out of the station towards the French consulate chanting: "Freedom, fredoom!"
Around 60 mainly Tunisian migrants were also at the station seeking passage to France, and were given sandwiches and drinks by support groups.