Incorporated on 6 August 1860 as a 29.5-mile line between the two towns, the route used the track-bed of the Sandy and Potton Railway which the company bought out. Opinions differ on the date of opening, some citing 1 August 1862, others October of that year. The company had close ties with the L&NWR, with which working agreements were made under an Act of 23 June 1864, and which absorbed it on 5 July 1865. The line closed to passengers on 1 January 1968.