The first electric train of India 'Deccan Queen' was run between

Deccan Queen service was introduced on 1 June 1930 as a weekend train during the days of the British raj to ferry rich patrons -fans from Bombay (now Mumbai) to Poona (now Pune) to attend horse racing at Pune Race Course.The first service of the train was conducted from Calyan (now Kalyan) and Pune. It was converted to a daily service soon after, starting from Bombay Victoria Terminus (renamed Mumbai Chhatrapati Shivaji Maharaj Terminus CSMT).

Source : wikipedia.org