Jodhpur railway station was opened in 1885 under the jurisdiction of New Jodhpur Railway. The first train ran from Jodhpur to Luni on 9 March 1885. The New Jodhpur Railway was later combined with Bikaner Railway to form Jodhpur-Bikaner Railway in 1889. A Railway line was completed between Jodhpur and Bikaner in 1891. Later in 1900, It combined with Jodhpur-Hyderabad Railway (some part of this railway is in Pakistan) leading to connection with Hyderabad of Sindh Province. Later in 1924 Jodhpur and Bikaner Railways worked as independent Railways. After Independence, a part of Jodhpur Railway went to West Pakistan.