Authorities said the attacker detonated a shrapnel-filled bomb in front of a metal detector just inside the main entrance of the station in Volgograd, a busy hub north of the violence-plagued North Caucasus region on Russia's southern fringe.
The bombing marked the second deadly attack within three days as Russia prepares to host the Winter Olympics in Sochi.
Baird called for those responsible to be identified and brought to justice.
“Canada strongly condemns today’s cowardly act of terrorism in Volgograd, Russia,” Baird said in a release on Sunday.
“We continue to engage Russian officials in discussions on the special security arrangements that will be in place at Olympic venues, airports, border crossings and other sensitive areas, as we approach the 2014 Olympic Winter Games and Paralympic Winter Games in Sochi,” he added.
Islamist militants in the North Caucasus have carried out a long string of attacks since Russian President Vladimir Putin came to power in 2000. They now confront him with his biggest security challenge, threatening to disrupt the Olympics that start in the Black Sea resort of Sochi in 40 days.
A car bomb killed three people in the southern Russian city of Pyatigorsk on Friday.