Winchester (Chesil) railway station was, for the first six years after the opening of the line, the terminus of the Didcot, Newbury and Southampton Railway (DNSR), until the line was extended to link up with the Southern Railway line to Southampton. The station buildings were larger than those of any other DNSR station but were built to the standard designs used by the Great Western Railway (GWR). The station buildings were located on the northbound platform. At the northern end of the station the line passed into the double tracked Chesil tunnel. The station also included a loading bay and single siding at its southern end accessible from the northbound line.