To help ensure the support of the Grey family, whose land was being crossed, the railway company provided a private station for their exclusive use.

The station was situated on the north side of the level crossing on the lane branching off the B1340 a short distance northeast of Christon Bank village.

Newcastle architect Benjamin Green designed the stations on the line, with Fallodon being a diminutive version of the larger buildings, some of which still stand, such as nearby Christon Bank.

After the death of Sir Edward (later Viscount) Grey in 1933, the London & North Eastern Railway bought out the right to stop trains from Grey's nephew Cecil Graves, who had inherited the estate, and the station closed completely on 30 May 1934.

The railway workers planted a copper beech tree in memory of Grey.