It was part of the Midland and Great Northern Joint Railway network, which spread over much of East Anglia, providing connections to Cromer, Norwich and Yarmouth.

[1] In 1880 and 1881, the Lynn & Fakenham Railway obtained successive Acts of Parliament authorising the construction of a line north from its Melton Constable station as far as Kelling Heath where it would fork: one branch heading to the north-west to reach the fishing port of Blakeney, whilst the second would proceed to the north-east to reach the coastal village of Sheringham and then Cromer.

[2] Construction began in April 1883 and later that year the rails had reached Holt, five miles from Melton Constable, but work on the station and yard did not begin until much later.

Upon the completion of the line to Cromer, more durable buildings – most likely designed by William Marriott – were built; these included a brick-built main station building of typical Midland and Great Northern (M&GN) design, with a central block and two projecting gabled cross wings – the central portion being set back slightly to form a loggia for passengers on the down platform.

[9] The project is facilitated by the fact that reinstatement through Holt remains technically possible, as the A148 bypass was built to leave sufficient width alongside it to enable a single-track railway line to be constructed.