The Caves Express was an Australian special passenger rail service that operated between 1929 and 1942 on the Blue Mountains Line in New South Wales.

The railway from Sydney to the Blue Mountains enjoyed a monopolistic position in the early 1920s as much of the road from Parramatta onwards was unsealed.

In 1927, a large improvement came about with the superseding of the route from Emu Plains to Blaxland via Lennox Bridge, with a sealed Great Western Highway, partially using the old railway formation over the Knapsack Viaduct.

In order to stem the decrease in passengers taking place and with a desire to even improve patronage beyond previous figures, the New South Wales Government Railways introduced the Caves Express on 11 November 1929.

[2] The journey from Sydney to Mount Victoria took 2 hours 30 minutes, the timing being achieved by the train being limited to five carriages with a total weight of just 125 tons and the elimination of many intermediate stops.