The song was recorded by Sam Phillips at his Phillips Recording studio in Memphis, Tennessee, on September 12, 1965, with further recording by Roy Halee at Columbia Recording Studio in New York City on September 21 and 22, 1965. "The Train Kept A-Rollin'" was included on studio side of the Yardbirds' second American album "Having a Rave Up", which was issued on November 15, 1965. The song, along with another American studio recording, "I'm a Man", was not released in the UK until the mid-1970s, well after the group had disbanded. The song was a staple of the band's concerts and they recorded several live versions with Beck, which appear on albums such as "BBC Sessions" (1991) and "Glimpses 1963–1968" (2011).