A bare-chested man was seen wielding an axe in Chippenham train station on Wednesday.
Police received calls from people at the station at 4.20pm to say a man had an axe and looked angry.
Several officers searched the area. An axe was seized.
A 25-year-old man was arrested at Cowleaze on suspicion of possessing a bladed instrument in a public place. He was taken to Melksham custody unit and bailed pending further inquiries.
Police are appealing for any witnesses to contact PC Rob Wilson of the Chippenham response team on 101 or Crimestoppers anonymously on 0800 555 111.