Stephen Morris, 51, who has been touring with Andrea Bocelli, had been on a train from London Victoria when he got off at Penge East and left the £250,000 instrument behind.
The rare antique is believed to be only one of a few made by David Tecchler, whose name is marked inside, in Rome in 1709.
Mr Morris, who has been a violinist for 44 years, had been due to play the 310-year-old violin while leading the Royal Philharmonic Orchestra at the weekend.
The musician, who lives in Sydenham, southeast London, told The Independent: “I had done a very long day at Abbey Road recording and I was just exhausted and it looks like I’ve left it on the train.
“It has been my working companion for the last 15 years so it’s a bit like having somebody take away a limb because you are so used to the way it works and responds.
“I bought it from Christie’s about 15 years ago after a really long search for the right violin.
“It’s been on a huge number of movies over the last 20 years.
“It is devastating – nobody’s died and it could be a lot, lot worse – but on a personal level it’s pretty massive.”
Mr Morris, who previously had the violin restored, said there were also two valuable bows inside the case alongside the instrument.
He said: “One of the bows belonged to quite a famous violinist called Michael Rabin and I was extremely lucky to buy that so that’s a big loss as well.”
The violinist has had to borrow a violin from his wife, Sarah Sexton, who is also a professional musician, to use in the meantime.
The violin and two bows were inside a white glossy case when it was left on the 11.58pm service from London Victoria to Orpington on 22 October.
Mr Morris contacted lost property and British Transport Police, however it has not been handed in.
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