Abstract The probabilistic modeling for traction load is one of the most basic and challenging work in the field of electrified railway. The improved diffusion-based kernel density estimator (DKDE) is used for the first time to establish the probability distribution of traction loads. Based on the diffusion partial differential equation of finite domain, DKDE can be obtained by discrete and inverse discrete cosine transform. The DKDE effectively accounts for both the optimal bandwidth selection and boundary correction. Based on the measured data (feeder currents and re/active power), four goodness-of-fit tests are applied to test the estimated probability distribution of traction loads. Compared with the parametric estimation models and Gaussian kernel density estimator (GKDE) respectively, the results show that this probability distribution of traction loads by DKDE is more accurate and suitable. Moreover, this DKDE has strong applicability and versatility for the random variation of different traction loads.