The approval of the new railway and dock was met with great rejoicing in Hull with processions, music and firework displays.

           Work on building the new railway began almost at once with Gerard Smith performing the ceremony of 'turning the first sod' at the site of the new dock on Hedon Road (15^th January 1881). The firm of Lucas and Aird had been appointed as contractors for the railway and dock and they soon commenced work on both. The railway began at Alexandra Dock and encircled the town on an embankment; near Beverley Road it was joined by a short branch from the passenger terminus. The line climbed out of Hull through the chalk ridge of the Wolds before reaching the Vale of York and then the coal bearing lands between Barnsdale Bar and Cudworth. The line took just over four years to build but was hindered, from the outset, by an underestimate of construction costs. The Act of 1880 had made provision for a capital of £3,000,000 (in £10 shares) and further borrowing powers of £1,000,000. In the event, the railway cost twice as much as had been estimated and at £101,900 per mile was one of the most expensive ever constructed. A major factor in this overspend was the difficulty of constructing the line through the hard chalk of the wolds where explosives were often necessary to excavate cuttings tunnels (eg. Drewton Tunnel, over a mile in length)

      Much of the work was done by navvies using pick and shovel and in 1883 alone there were 4,000 of them at work on the railway. Most worked from dawn to dusk for six days each week and were paid a weekly wage of about 30 shillings (£1.50) for this back-breaking labour. The work was also dangerous and accidents were not uncommon. The first fatal accident was to a seventy year old navvy working on an embankment in the Hull area who was buried under a fall of earth. Limited use was also made of mechanical excavators; three steam navvies were used to excavate cuttings on the railway. As the material from the Wolds was excavated wagon loads of it were moved to Hull to form embankments around the city.

            The financial crises of the Hull and Barnsley Railway meant that economies had to be made from the outset and plans for a fine new passenger terminus for Hull (to be built at Kingston Square, near the New Theatre) were abandoned before the railway opened. Instead, a much less convenient location was chosen at Cannon Street where a carriage shed was altered to create a passenger terminus.

         In fact, despite the extravagant claims of the company, in its 1880 prospectus, that: "a valuable suburban traffic might be conveniently looked for" passenger receipts for the railway were never great. The railway opened to passenger traffic on the 27^th July 1885 and the last passenger train (from Howden to Hull) ran on the 30^th July 1955.