Authorities were evaluating the extent of the structural damage and had set up “safe routes” for passengers in and out of the train station, according to Italian news agency ANSA.
The incident occurred as the Milan fire brigade responded to some 100 call-outs on Monday morning due to the high winds in the city and its hinterland.
Many of the interventions were in response to removing fallen trees, branches, scaffolding, satellite dishes and roof tiles, with Milan firefighters also evacuating a kindergarten after its roof blew off.
The city closed access to public parks and around Castello Sforzesco and Palazzo Reale, with parks and cemeteries also closed in Monza, according to ANSA.
A 64-year-old man was hospitalised in a serious condition after being hit by a falling tree at Rho near Milan.
A 66-year-old woman with the man at the time of the accident suffered minor injuries.
Meanwhile, a 76-year-old farmer suffered a broken foot and concussion after being hit by two falling trees near Milan.
Forecasters said on Monday that the wild weather will last at least until Tuesday.