Smoking is being banned on all South West Trains' services from Saturday.
South West Trains says many of its passengers object to smoking
The ban on smoking coincides with the introduction of the company's new timetable.
There is already a partial ban in place, and the company is now extending it to cover all its services at all times.
South West Trains says it has made the decision because it is bringing in new rolling stock, and is keen to keep it in the best possible condition.
The company also says many of its passengers object to smoking on trains and the ban is in line with other train operators.
In December 2003 South West Trains banned smoking on trains running on some of its London services after cigarette ash caused the evacuation of a train.
Smoke was pumped into carriages when ash got into an air-conditioning vent.
South West Trains says it will be making announcements at stations, and putting up a series of posters, to let people know about the change in the rules.
In a recent survey by market analyst Mintel, 52% of adults in Britain were in favour of a total ban on smoking in all public places.
But the Freedom Organisation for the Right to Enjoy Smoking Tobacco has criticised the train company's ban.