Calne railway station was opened on 3 November 1863 by the Great Western Railway as a terminus for their 5 miles (8.0 km) Chippenham and Calne branch line from the Great Western Main Line junction at Chippenham. It was situated a short distance from Calne town centre and had only one platform. The station, when first opened, had its own engine shed. In the early years the seven sidings were usually full due to the amount of traffic coming in from the nearby Chippenham railway station.