The former Monty Python star said he is confused by the new electronic door systems on trains and worries about getting stuck inside.
Palin also told the Daily Telegraph that he fears his problems with the locking mechanisms may cause someone to walk in on him.
He said: "The doors slide shut and lock you in. I'm convinced I'm going to become entrapped in there for life or else dread the doors will slide open at the worst possible moment. It's all done with buttons which I can't work out at all."
The 64-year-old made the confession at the opening of a railway art exhibition in Liverpool, adding: "Trains aren't at all what I remember them being like when I was a lad."
Palin has fronted travel documentaries for the BBC since 1989, the most recent of which, New Europe, saw him travel across the Eastern Bloc.
He admitted earlier in the year that he would never return to acting.