The 24-year-old Tunisian was seen on surveillance camera walking through the station at 22.14, a couple of hours before he was also spotted at Milan's Central Station.
He was shot dead in a gunfight with police during a routine identity check outside the train station in the Milan suburb of Sesto San Giovanni in the early hours of Friday morning.
Amri was the focus of a four-day Europe-wide manhunt before being killed. He is suspected of ploughing a truck into the crowd at the Christmas market in central Berlin, killing 12 people and injuring dozens of others, on December 19th.
Fabrizia di Lorenzo, a 32-year-old from the Abruzzo region, was among the victims. She was buried in her hometown on Monday.
Amri is believed to have made his way to Italy from Berlin via the French city of Lyon.
CCTV also footage confirmed that "a man corresponding to the killer" was on a platform at Lyon-Part-Dieu station on the afternoon of December 22nd, a source close to the investigation told AFP.
The source said investigators are still trying to determine how he was able to leave the German capital to reach France and then Italy.
The rampage was claimed by the Islamic State group, which released a video on Friday in which Amri is shown pledging allegiance to Isis chief Abu Bakr al-Baghdadi.