The station opened in April 1849 by the East and West Yorkshire Junction Railway.

NER figures of 1911 revealed that 368 people lived within the settlement and only 4405 tickets were sold in the year.

There was no distinct reopening date for Hessay after the First World War had ended.

One service had appeared in the Bradshaw timetable in June 1919 for York passengers, but only on Saturdays.

Like Goldsborough, there were also wartime additions to the infrastructure, including a blast proof signal box.