The origin of the line lay in the decision of the Great Central Railway (GCR) to build a vast new docks complex on the marshlands of the south bank of the Humber near the small settlement of Immingham.
To facilitate construction of the docks the GDLR was initially built from the Grimsby direction as a contractors' railway and the GCR ran a steam-hauled workmen's service on this from 3 January 1910.