The Forge Valley Railway connected Pickering to Scarborough. Opened on 1st May 1882 and closed just 68 years later on 3rd June 1950 the line was 16¼ miles in length and had six intermediate stations, all of which were built to a uniform design.
In many ways Thornton Dale was the most picturesque of the stations because of its surroundings and the village to which it served. The village of Thornton Dale along with the Forge Valley north of Ayton, were considered local beauty spots and this brought many holidaymakers to the area. Before the arrival of the buses the railway carried most of these tourists.
Thornton Beck, which adds to the picturesque scene in the village, once away from the buildings flows underneath the station directly below the coal drops.