The Midland Railway first opened a station named "Henlow" some distance from the village of the same name, as part of its new line from Bedford to Hitchin, part of a larger scheme to allow its Midland Main Line a direct route to London without using rival Great Northern Railway metals.

Passenger traffic over the Bedford to Hitchin section was minimal and services were reduced to a shuttle by 1880.

[3] The establishment of RAF Henlow at the end of the First World War increased passenger and freight traffic through the station which was located opposite the airbase.

Traffic picked up again during the Second World War when troop specials were run to enable conscripts to return home from the RAF camps at Cardington and Henlow.

No trace remains of the railway at Henlow, a small commercial development having been built on the trackbed.