Mill Hill East station was built by the Edgware, Highgate and London Railway (EH&LR) on its line from Finsbury Park station to Edgware station. Before the line was opened it was purchased in July 1867 by the larger Great Northern Railway (GNR), whose main line from King's Cross ran through Finsbury Park on its way to Potters Bar and the north. The station, originally named Mill Hill, opened along with the railway to Edgware on 22 August 1867 in what was then rural Middlesex.