The station opened on Easter Monday, 6 April 1863[2] when the Manchester, Sheffield and Lincolnshire Railway extended the line from Grimsby into the town.

The station buildings were constructed in 1884[1] with refreshment rooms and a clocktower by John Mann Lockerbie and Arthur Wilkinson of Birmingham.

Prince Albert Victor, Duke of Clarence and Avondale used the station on 2 July 1885 when he visited Cleethorpes to open the promenade and gardens facing the sea constructed by H.B James CE of Westminster for the railway company.

A 1910 report into work carried out the previous year refers to new crossovers to enable trains to arrive and depart from any platform.

The original GCR station buildings on platform one were replaced by the current single storey structure on 14 July 1961,[4][5] but they still stand and are now used as train crew accommodation.

Even after resignalling until the withdrawal of locomotive hauled cross-Pennine services and the through London King's Cross service, evening time at Cleethorpes was a very busy time with most arrivals requiring cleaning through the carriage washer, fuelling on the small fuel point and shunting into the various departure positions for the following morning.

Locomotives returned to the diesel depot at Immingham for overnight servicing, and the High Speed Train from King's Cross was fuelled at the fuelling point at the rear of what used to be called Hawkeys Cafe via a siding that went round the back of the Wash Plant control building and joined up with the old Platform 6 road.

Other platforms at the station remain unused and are in a state of neglect as sand has blown from the nearby beach onto the lines and formed drifts.

First TransPennine Express built a small depot, to provide stabling, light maintenance, and re-fuelling at Cleethorpes for its DMU fleet.