One of the servicemen was released from hospital with a seven-day prognosis after allegedly being stabbed by Tommaso Bèn Yousef Ismail Hosni in an attack recorded by video-surveillance cameras at the station.
Italian investigators are looking into whether a 20-year-old man who attacked and injured two soldiers and a police officer at the Milan train station has ties to Islamic extremists.
According to local media, the assailant was stopped by two military officers and a member of the special railway police as part of a routine check on passengers around 8 pm local time. He told the authorities "I am alone and abandoned", before pulling a knife. None of the three suffered life-threatening injuries.
Hosni is also under investigation for attempted murder, the sources said.
The other soldier was treated for injuries to his neck, arm and torso, and the policeman for a wound to his right arm.
Police say Hosni has an Italian mother and Tunisian father and had lived in Tunisia until 2015.
Hosni is being held in Milan's San Vittore Prison pending formal charges.