Earlier Ukraine's deputy prime minister said the train would travel to the eastern city of Kharkiv before the bodies would be taken to the Netherlands.
Pro-Russian separatists, who are in control of the crash site, had placed the remains of the passengers of the Malaysia Airlines flight in refrigerated carriages.
The train's departure comes after reports of an agreement between Malaysia and Aleksander Borodai, self-proclaimed leader of the separatist group in eastern Ukraine, to retrieve the bodies of the victims of MH17, Malaysian Prime Minister Najib Razak said.
They have also reached an agreement to hand over the two black boxes from the Malaysia Airlines Boeing 777-200ER, which crashed in Ukraine on 17 July with 298 people on board, Razak told a news conference.
Independent international investigators have also been guaranteed safe access to the crash site to begin a full investigation, he said.
Razak added that at 9pm Ukraine time today, the two black boxes from the aircraft will be handed over to a Malaysian team in Donetsk.
Finally, international investigators will be guaranteed safe access to the crash site and allowed to start an investigation, he said.
"I must stress that although agreement has been reached, there remain a number of steps required before it is completed," said Razak.
"There is work still to be done, work which relies on continued communication in good faith. Mr Borodai and his people have so far given their co-operation."
Once this is done, the investigation can "truly begin", he added so that "justice may be done".
The agreement comes after criticism of the separatists who had been accused of hampering access to the crash site.
Passengers' remains were left outside in the sweltering heat before being put on the refridgerated train and untrained volunteers were also allowed to comb the site.
President Barack Obama earlier accused the rebels of tampering with potential evidence and called for the international experts to be granted "immediate and full" access to the site.
British Prime Minister David Cameron said there was strong evidence that pro-Russian separatists shot down the plane with an anti-aircraft system known as Buk.
Russia on Monday again denied allegations that it had supplied such missiles or "any other weapons" to the rebels.