The station was on the short Malmesbury branch from the Great Western Railway's main line from London Paddington to Bristol Temple Meads.

In 1864 the Wiltshire and Gloucestershire Railway Company was authorised to construct a line from Stroud to Christian Malford Halt through Tetbury and Malmesbury.

In 1872, the government approved a cut-down plan to build a line from Dauntsey to Malmesbury, opening on 18 December 1877.

Unusually, the station was accessed by a short tunnel, and beyond the town, perhaps with the original scheme development to Stroud in mind.

After the Severn Tunnel was constructed to directly connect to South Wales, its line crossed the Malmesbury branch.