The first railway line was opened in the area in December 1830, as an extension of the Stockton and Darlington Railway (SD&R) to connect with the port of the (then new) town of Middlesbrough. From the opening of the line until 1837, passengers were served by a wooden shed on the route to the riverside coal staithes. The line was extended to the new exchange along Commercial Street in 1837, with a new station being constructed two years later. This more substantial station was opened by the S&DR in 1839. In June 1846, a branch line extending eastwards from the Stockton and Darlington Railway towards Redcar was opened by the Middlesbrough and Redcar Railway. Situated on the Redcar branch line on the southern edge of the new town, a new passenger station was designed by John Middleton, which opened on 26 July 1847.

As the town expanded rapidly southwards during the second half of the 19th century, the station was unable to cope with the increased traffic. Due to the design of the station not lending itself to expansion, it was subsequently demolished in 1874. It was replaced by the current, much larger station, which opened in December 1877.  The current station was designed by the North Eastern Railway’s chief architect, William Peachey, with an ornate Gothic style frontage. Behind this, an overall roof of elliptical design once existed. It was constructed using wrought iron of lattice design, with glass covering the middle half and timber (inside) and slate (outside) covering the outer quarters. The two end screens were glazed with timber cladding around the outer edges. The roof was high in relation to its width. The elliptical roof was severely damaged in a German daylight air raid, which took place on the afternoon of 3 August 1942. It was eventually removed in 1954, to be replaced by the current design over the concourse and platforms.