Four people have been seriously injured in a knife attack at a train station near Munich early on Tuesday by a man who is said to have shouted "Allahu Akbar" during the attack.

The man was arrested shortly after the attack in Grafing at around 4:50am local time, German police confirmed to the Süddeutsche Zeitung newspaper.

Police are checking witness statements that the man shouted "Allahu Akbar," Arabic for "God is greatest."

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