 The station can be accessed from both Watling Street (via steps at Stag bridge) and Simpson Road (which is at grade), to the east and west of the station respectively,

Opened in 1846 by the Bedford Railway, Fenny Stratford station is just over from .The station buildings are in a half-timbered Gothic Revival style that had been insisted upon by the 7th Duke of Bedford for stations close to the Woburn Estate.The buildings are now residential and Grade II listed.