But we should do the opposite and show that we are there for Ukraine and that we are not afraid, she says at a large meeting on Arctic issues in Rovaniemi in northern Finland on Monday.
NATO chief Mark Rutte believes the attack shows how "desperate" Russian President Vladimir Putin is.
Several former high-ranking Western leaders were on the train near the explosion, including Carl Bildt (M), as well as Finland's former Prime Minister Sanna Marin and Britain's former Prime Minister Boris Johnson.
No one was reportedly injured in the attack, which Johnson said hit "a stationary locomotive."
When asked about the attack, Kremlin spokesman Dmitry Peskov said on Monday that all of Ukraine is the target of Russian attacks.
