The first engine shed was located immediately west of the railway station when Bury St Edmunds was a terminus station for the Ipswich and Bury Railway. The opening of the line to Cambridge in 1854 saw the end of this first shed as it was in the way of the new line.
The earliest engine shed was positioned west of the railway station when Bury St Edmunds functioned as a terminus for the Ipswich and Bury Railway. The line's extension to Cambridge in 1854 led to the cessation of this first shed, which hindered the new route.