Police detained the man, who was waiting on a train, when he appeared to be under the influence of drugs.
He was led away into a security room, where he was ordered to take his clothes off for inspection.
The man then "suddenly pulled a pack of cigarettes from his underwear, which he stuffed into his mouth and started chewing", a police spokesman said.
Officers attempted to stop the man, but to no avail.
An investigation determined there were about 23 grams of heroin in the pack.
The man lost consciousness and was taken to hospital but he died in the ambulance.