The first railway to reach Princes Risborough was the Wycombe Railway, which opened its extension from High Wycombe as far as on 1 August 1862. There were three intermediate stations on this section: West Wycombe, Princes Risborough and . The cost of construction of the station building was £1104 9s 5d and additional general costs were £824 8s 0d. The station building as built was a typical Wycombe railway design with an open porch at the right hand end on the platform elevation, the design was the same as West Wycombe, Bledlow and Wheatley, and also on the original part of the Wycombe railway Cookham, Marlow Road, Wooburn Green and Loudwater. A branch of the Wycombe Railway was opened from Princes Risborough to on 1 October 1863. The Wycombe Railway was worked by the Great Western Railway, and was absorbed by that railway in 1867.