Media playback is unsupported on your device
6 September 2015 Last updated at 11:33 BST
Huge crowds of German people gathered at the station to cheer them on as they arrived.
Many of them held signs saying "welcome" written in German and Arabic, and offered bottles of water and sweets to them.
German police said around 7,000 refugees arrived at Munich station on Saturday, most of them had travelled from Syria.
They will now be sent on to special reception centres all over Germany where they will receive hot food and clothes.
BBC reporter Jenny Hill is at the train station in Munich...
Hundreds of migrants were given a warm welcome when they arrived at Munich train station in Germany.