The man attacked two police officers on patrol at the station, with a 30cm (12in) knife, police said.
An anti-police inscription was found on the man's knife, reports say. No police officers were injured in the incident, which occurred at about 07:00 local time (06:00 GMT) on Monday.
The authorities believe the incident was not terrorism-related.
"The police used their firearms, thus eliminating all danger, both for themselves and for travellers," Interior Minister Gérald Darmanin wrote in a tweet (in French).
An eyewitness told BFMTV: "I was climbing up the stairs that go up to the Eurostar platform, I heard screams on the right. I saw a man, quite tall, a large knife in his hand with a very impressive blade who threatened two or three policemen who were armed… The police made us go up on the platform, made us lie on the ground."
Transport Minister Jean-Baptiste Djebbari later told RMC TV the man was known to the police "as someone who wandered around in the station".
"He appears to have attacked the police with a knife, forcing them to use their weapon."
A security perimeter has been set up at the departure level of mainline trains. Several trains were delayed as a result, including international Eurostar trains, BFMTV reports.
An investigation has been opened for attempted homicide, the Paris prosecutor's office is quoted as saying by Le Parisien.