The bomb went off on Sunday morning outside the station in the Allawi area, local police said.
Last Thursday, a suicide bomber blew himself up among army recruits in the same area, killing 23 people.
Political tensions and violence have escalated in Iraq. The UN says 2013 was the deadliest year for five years, with more than 8,800 people killed.
No group has yet admitted carrying out the bus station attack.
The violence comes days after the UN’s envoy to Iraq warned of a “critical humanitarian situation” in Anbar province, as troops prepare to launch a major assault against al-Qaeda-linked militants in Falluja.
Correspondents say a government drive to restore control of the two predominantly Sunni cities of Falluja and Ramadi is being seen by many Sunnis as an attempt at domination and oppression, and is taking Iraq back to the brink of a sectarian civil war.