Rajdhani Express is a below par unintentional comedy about four strangers who share a compartment on the Rajdhani from Mumbai to New Delhi. It deals with a mentally fragile guy called Keshav (Leander Paes), at least this is how the character comes across, who is running away from a dreaded Delhi man Bhaijee (Kiran Kumar). Where would he go other than Mumbai, this is happening since time immemorial, and no point for guessing that the train he boards is 'Rajdhani Express'. His fellow passengers make Keshav realise that discrimination exists all over the world though in different forms.

Keshav is basically depicted as an errand boy for a gun runner. On one errand Keshav steals the weapons and books a ticket on the Rajdhani Express from Delhi to Mumbai to escape. In his first-class compartment are three others- a middle-class Bengali (Priyanshu Chatterjee), a struggling item girl (Puja Bose), and a snooty Bollywood type (Sudhanshu Pandey). The fates of these people get tangled, even as a wily cop (Jimmy Sheirgill) is on the chase for Keshav.  Full of suppressed anger, unwilling to disclose anything about himself and doing nothing except for holding onto his bag firmly...Keshav's co-passengers find his behaviour suspicious. They doubt his background and intentions. The cop keeps on following Keshav and this chasing follows the rest of the movie.