 On 15 June 1839 entrepreneur and former Member of Parliament for Buckingham Sir Harry Verney , 2nd Baronet , opened the Aylesbury Railway . Built under the direction of Robert Stephenson , it connected the London and Birmingham Railway 's Cheddington railway station on the West Coast Main Line to Aylesbury High Street railway station in eastern Aylesbury , the first railway station in the Aylesbury Vale . On 1 October 1863 the Wycombe Railway opened a branch line from Princes Risborough railway station to Aylesbury railway station on the western side of Aylesbury , making Aylesbury the terminus of two small and unconnected branch lines . 
