Only the first one is correct. To express fear with the word "afraid" - to be afraid of + -ing/noun e.g. I am afraid of making mistakes in my exam To express regret with the word "afraid" - to be afraid to + infinitive e.g. tell, inform + object (e.g. you) + that + independent clause e.g. I am afraid to tell you that you did not get the job

The difference between those sentences are: Sentence 1: missing the train (noun) (and it means: you afraid of a thing called missing the train) Sentence 2: miss the train (verb) (and it means: you afraid that you will miss the train)