The earthworks were required as a consequence of the Great Central's policy to eliminate level crossings on the London Extension, regarding them as a source of danger, inconvenience and cost.

This resulted in the construction of bridges for crossings both large and small, including a timber overbridge to the north of Finmere for the convenience of the local Grafton Hunt.

[2] Opened in March 1899, Finmere typified the Great Central's style of station which was reached via a flight of steps leading up from the centre of a road underbridge, each track having a separate bridge span.

Local entrepreneurs soon took advantage of the railway's presence to launch new ventures - a livestock market was opened on land adjacent to the station by Paxton & Holiday, while construction of the Shelswell Inn began in May 1900.

[3] The station became a popular alighting place for day-trippers from London and two or three special services ran on Sundays bringing as many as fifty or sixty excursionists to the area who often found they had to walk the four miles to Buckingham in the absence of local conveyances.

[9] The station was opened to the public for the first time during 13–14 August 2016 by the Network SouthEast Railway Society (NSERS), which marked the 30th anniversary of its namesake passenger sector by staging a special gala at Finmere.

[9] The NSERS's Honorary President and former Network SouthEast (NSE) managing director, Chris Green, unveiled a nameplate in his honour on 4CIG's MBSO No.

[9] He also inaugurated the NSERS's mobile museum housed in a modified ISO container in NSE livery and numbered ADB 300778-4,[10] which is now located at East Kent Railway Shepherdswell.