Grimston was a railway station serving both the villages of Saxelbye and Grimston in Leicestershire, England. It was opened on the Nottingham direct line of the Midland Railway between London and Nottingham via Corby.The station was formerly named Saxelbye, the name was changed after only 3 months to avoid confusion with Saxby, a few miles east of Melton Mowbray, on the Midland's other line between Leicester and Peterborough. The village of Grimston lies about one mile to the north west of the former Grimston station. The line still exists today as the Old Dalby Test Track.
The station was opened for goods (1 November 1879) & passengers (2 February 1880) by the Midland Railway. The station was designed by the Midland Railway company architect John Holloway Sanders.
It was on its cut-off line from to . The line was built to allow the railway company's expresses between London and the North to avoid reversal at Nottingham. It also improved access to and from the iron-ore fields in Leicestershire and Rutland. Local traffic was minimal and Grimston closed to passengers in 1957.
According to the Official Handbook of Stations the following classes of traffic were handled by this station in 1956: G, P, F, L, H, C and there was a 1-ton 10 cwt crane.
From 1930 the role of stationmaster was merged with that at Old Dalby.
Following the closure of the line as a through-route in 1968, the track between Melton Mowbray and was converted for use as the Old Dalby Test Track, used initially for the Advanced Passenger Train project and, more recently, Class 390 Pendolino units. The original station building was timber and did not survive, nor did the brick-built goods shed but the Up platform is still in existence and the former station master's house is now a private residence.