Preparatory work started at a site on Bessborough Gardens near to Vauxhall Bridge Road in May 1967 . On June 28 1968 , Richard Marsh , then Minister of Transport approved the proposal to build a station at Pimlico . Preparatory work had already started at a site at Bessborough Gardens near Vauxhall Bridge Road in May 1967 , and on 28 June 1968 Richard Marsh , then Minister of Transport , approved the proposal to build a station at Pimlico .