According to the Watton-at-Stone Parish Council, a proposal for a rail route between London and Stevenage was approved Parliament in 1898, though construction did not begin until 1906. A single-track section through Watton-at-Stone opened on 4 March 1918, with the track later being dualled. The station saw its first passenger train run through on 6 February 1920, but did so only when a train was diverted from the East Coast Main Line as the result of an accident. Scheduled passenger services of four trains per day started on 2 June 1924, stopping on request at Watton-at-Stone.