The company was allied to the West Norfolk Junction Railway which built a line connecting Heacham, south of Hunstanton, to Wells-next-the-Sea that was not a financial success.

The Prince of Wales, later King Edward VII, acquired an estate at Sandringham, and Wolferton station was used by the Royal Family and visiting heads of state.

In 1846 efforts were made to promote Hunstanton as a seaside resort, and by the mid 1850s businesses were keen to attract visitors.

The East Anglian Railway subsidised two omnibus services to Hunstanton from King's Lynn even though the town had a population of fewer than 500 people in 1861.

[3] The Board of Trade inspection, required for passenger operation, took place in September 1862, and the line opened for traffic on 3 October 1862.

The line is 15 miles [24 km] in length from the junction with the East Anglian division of the Great Eastern [Railway] at Gaywood [immediately north of King's Lynn], and its cost amounted altogether to only £80,000.

The late Mr. L'Estrange, the proprietor of Hunstanton [Estate], sold the land for about 4+1⁄2 miles [7.2 km] of the line at its agricultural value, and took the price in shares...The Wolverton [Wolferton] station is on the estate of the Prince of Wales (through which the line runs for nearly three miles), and is to be enlarged at the expense and for the accommodation of his Royal Highness.

[3] The line's success led businesses to consider whether the North Norfolk coast, eastwards from Hunstanton, could be opened up by a railway.

[3][7] Construction was swift and on 8 January 1866 the Prince and Princess of Wales had a semi-private journey several months before the official opening when they travelled to Holkham Hall to visit the Earl of Leicester.

[3][7][1] The first Board of Trade inspection refused consent to open he line because of shortcomings in the signalling arrangements.

Golfing stays at Hunstanton became popular and from 1905, a Sunday restaurant car express from London was provided specifically for golfers.

[1] As traffic developed, the track was doubled over the southern part of the line and completed between King's Lynn and Wolferton in 1898.

In London they ran to St Pancras station over the Tottenham and Hampstead Junction Railway line.

Liverpool Street station was not used because royalty entering the City of London required ceremonial procedures, which were not always expedient.

[10] In 1993 the local council expressed interest in protecting the rail formation from development that could block restoration,[11] but early efforts to re-open the line, endorsed by actor Bill Pertwee, were met with hostility by several people who had purchased properties along the former route.

[13] In September 2019 Norfolk County Council began a study into the restoration of the rail link between King's Lynn and Hunstanton, despite noting the challenges of any reconstruction.

It was unsuccessful, with transport minister Chris Heaton-Harris stating that the case needed strengthening, but that "the proposal has potential.

[18] Despite the implied support of the 1993 protection of the route, the ongoing efforts to restore the line and national level listing of the project, a public house was allowed to be constructed on the formation at Hunstanton and in 2020 plans were released for flats to be built on the former station site.