The depot is built on the site of the former Great Western Railway (GWR) station, opened in 1856.

This company originally had an engine shed at their Milford station on the opposite side of the city from 1847, which was relocated to a site opposite the GWR shed when the LSWR opened their new station in 1859.

This three-road shed was closed around 1901 and moved to a new larger site further west from the station at Cherry Orchard Lane.

It was decided to build a brand new depot at Salisbury, midway between the two ends of the route at London Waterloo and Exeter St Davids.

The depot maintains the diesel multiple units used on the West of England line and other South Western Railway routes: