The station opened with the line on 2 October 1865 and had two platforms and a signal box, which controlled the level crossing immediately to the south.

In the mid-20th century, the station was used as a filming location, appearing in several productions, including the 1942 comedy, The Black Sheep of Whitehall and the 1957 BBC television series, The Railway Children.

[1][5] The goods facilities at Baynards included a shed, equipped with a 1 long ton (1.0 t) crane, and a private long-siding for a Fuller's earth manufacturer,[6] which became the site of Steetley chemical works in 1937.

As a condition of sale, Lord Thurlow insisted on having a station built to serve his estate, despite there being no large settlement nearby.

[1][2] The line was built as a single track, but since Baynards was approximately midway between Guildford and Horsham, the station was constructed with two platforms and a signal box to enable trains to pass.

The arrival of the first train was serenaded by a band and the directors of the London, Brighton and South Coast Railway attended a lunch at Baynards Park.

[15] In the mid-20th century, Geoff Birdfield, the signalman, cultivated 240 varieties of Dahlia, amounting to around 1000 plants in total, on the station platforms.

[21] An enthusiasts' special, which ran the full length of the route on Sunday 13 June 1965, was the final passenger train to operate on the Cranleigh line.

[22][23] The following day, a locomotive completed a round trip from Horsham to Baynards to collect a train of empty goods wagons from one of the sidings.