My 3 year old afraid to play outside

My son just last week was at his grandfather's house which is 100 feet from a train station.  He was playing outside when a freight train came through and blew it's horm, the 1st time my son froze in fear then the train blew his horn 1 more time and he started screaming and crying he wanted to go home.  He then went inside the house and didn't want to come back outside except to run to my car to open the door to get in the car seat.  We walked to the park from my father's house to head to the park and he cried the whole way that he wanted to go home and he looked scared and frightened.  As soon as he seen the park he was fine, an hour went by and then I think he heard a train in the distance and started to whine about going home.  After a while I took him home.

He has been outside several times without a problem.  Our home is a few blocks from a trainstation so when we were at the park yesterday he heard the train and wanted to go home, actually ran to the car and tried opening the car door to get in the car.  He loves parks so it is very odd behavior for him.  Today at a girlfriends house, she has  a little playground in the back, he played there for about 5 minutes and then cried that he wanted to go inside.  

I'm not sure if he is associating the parks with the trains?  Also, during all these times he was tired and hadn't taken naps, so I don't know if he is just extremely tired so he is exagerating.  I don't know what to do about it, I don't want him to be scared to go outside or not want to play outside.  Please if you have any thoughts or advice, it would be greatly appreciated.

[Kevin Kennedy, Ph.D.]

Your son is having a normal response to a frightening situation. To be sure, he would be more vulnerable if he was tired, but basically he experienced a frightening event. Be patient, understanding and supportive. He will eventually be fine.