Eudunda railway station opened on 23 September 1878 as part of the final extension of the [[Morgan railway line|Northern Railway]] from the existing terminus at [[Kapunda, South Australia|Kapunda.]]. The extension helped to provide a connection to the [[Murray River]].<ref>{{cite news |url=http://nla.gov.au/nla.news-article29364977 |title=Opening of the North-West Bend Railway |newspaper=[[The South Australian Advertiser]] |location=Adelaide |date=2 November 1878 |accessdate=3 September 2014 |page=9 |via=National Library of Australia}}</ref> The station facilities included a stone station building on a passenger platform and a goods shed. The station became a junction station on 9 December 1914, with the opening of the railway line to [[Robertstown railway station|Robertstown]].<ref>{{cite news |url=http://nla.gov.au/nla.news-article5433523 |title=Robertstown Railway|newspaper=[[The Advertiser (Adelaide)|The Advertiser]] |location=Adelaide |date=10 December 1914 |accessdate=16 May 2024 |page=9 |via=National Library of Australia}}</ref> During the 1950s-1960s, grain silos were provided at the station yard, allowing goods trains to load wheat from the area for export.<ref>{{cite news |url=http://nla.gov.au/nla.news-article58102028 |title=NEW LINCOLN JETTY BULK WHEAT NEED |newspaper=[[The Mail (Adelaide)]] |issue=2,204 |location=South Australia |date=4 September 1954 |accessdate=15 May 2024 |page=88 |via=National Library of Australia}}</ref>
