The Melbourne & Murray River Railway (now the Bendigo line) opened in 1859, running from Footscray to Sunbury. By the early 1860s, the line had been extended to Bendigo. A station named "Albion & Darlington" was built on the site of the current Albion station, opening on 5 January 1860. "Albion & Darlington" only remained open for a single year. In 1891, a new station, named "Albion", opened to the west of the previous station. In 1919, "Albion" station was relocated to the current site.