Seven passengers were taken from the scene of the accident for treatment at hospital, according to rail operator DSB's press department.
The hospital admissions were precautionary measures against whiplash or shock, according to DSB.
The driver of the digger was also injured as a result of the collision.
“He twisted his foot when he jumped out of the machine,” DSB's press spokesperson said.
The company said it was prepared to speak to any passengers suffering from after-effects of the incident.
“It is quite possible that nothing is noticeable at first. But when they come home later, [passengers] may experience a reaction, both physically and mentally,” the spokesperson said.
The accident occurred near the town of Klampenborg at 7:55am on Tuesday, causing minor transport delays.
Replacement busses are expected to run between Klampenborg and Skodsborg until 8pm Tuesday. Passengers are advised to check DSB's website for further updates.