The line was constructed from Wellington to Longburn by the private Wellington and Manawatu Railway Company (W&MR), and initially trains terminated at Longburn, forcing passengers to change trains to NZR services to Palmerston North.

Eventually, NZR and W&MR finalised an interchange agreement, allowing W&MR passenger and mail trains to terminate at Palmerston North Central station.

[5] A special dock platform at the south of the station was constructed for W&MR trains to Wellington.

[5] Traffic increased with the opening of the line to Napier via Woodville in 1891, and the station was moved 30 chains (2,000 ft; 600 m) south in March 1891.

Following the completion of the North Island Main Trunk in 1908, the government acquired the Wellington and Manawatu Railway Company, and the first Auckland - Wellington through expresses ran on 14 February 1909, taking 19 hours 13 minutes, and stopping at Palmerston North.