The station was located to suit the Earl of Yarborough, in his capacity as chairman of the Manchester, Sheffield and Lincolnshire Railway who built the line. It included a private waiting room for the earl. The building was designed by architects Weightman and Hadfield in the Tudor Gothic style used throughout the line.[3] The building is listed as grade II, in which the style is referred to as Jacobean.[4]
The unusual platform-based signal box is also a grade II listed building and became redundant due to resignalling works in December 2015.[5][6]
On 27 March 1907, two freight trains collided at Brocklesby.[7]