The first Great Western station with broad gauge track opened on 23 October 1847 very close to this site. The track was converted to standard gauge in 1872. Later the station was rebuilt with an imposing porte-cochere entrance on St James' Square, and opened on 9 September 1894. From 1923 the "Cheltenham Spa Express" (The Cheltenham Flyer) to Paddington departed from this station. Closure came after the last train arrived on 1 January 1966.