It would be quite an assumption to never dine in the depths of the malls attached to Tokyo’s train stations. Some station concourses have elegant oyster bar patios and expensive martini-lunch grills. The remainder of train station fare, most people presume, is usually limited to bentos and the ubiquitous to-go omiyage and set departments in the basements of many department stores.
Imagine my surprise then when I stumble across delicious authentic CHEAP Thai food (actually run by Thai people) in the heart of Shinjuku station. Keawjal has daily sets both for lunch as well as dinner, and an overwhelmingly extensive menu of all your favorite Thai dishes. They even have a little market on the side so you can buy ingredients to continue your spicy Thai feast at home. Where would we be without little cans of lychees soaking in syrup? You won’t impress your date with the candle-less group-at-a-table style seating, though you will earn some points for knowing about the best underground train station Thai food in Tokyo.
Keawjal
Shinjuku Station, Lumine 1
(Near the Oedo line entrance)
Tokyo Foodie.com 
I once really loved noodles of this restaurant. The taste was pretty close to those in Thailand. However, I went there 2 times for this month and both times disappointed me. I hope they will improve the taste soon.
There is another Kaew Jai in Minatomirai station (Yokohama). Not sure whether its taste is better.