A door on a New Jersey Transit train opened abruptly just after pulling out of the tunnel from New York, blasting riders with the bitter cold air as the train traveled into New Jersey, according to a rider who recorded the train traveling with the door open.

The 4:07 p.m. train from New York Penn Station had just pulled out of the tunnel underneath the Hudson River when the door suddenly opened, according to Jeremy Barretto, who was heading to Secaucus Junction.

"There was an issue with it shutting [at Penn Station] but it finally shut, and then while we were on our way it just opened," Barretto wrote in a message to News 4 New York.

"It was absolutely freezing. No conductor noticed it, and it was open from the exit of the tunnel," he said. "There was no alarm or anything when it happened."

NJ Transit replied immediately when Barretto tweeted the video, asking for more information so it could look into it.

NJ Transit told News 4 they were investigating.