1839 saw the arrival of Isambard Kingdom Brunel's Great Western Railway at Didcot, and in 1844 his station followed, which enclosed the track completely in a similar style to Paddington (the original station burnt down in the later part of nineteenth century). The more obvious location for the original line to Bristol would have been the town of Abingdon a little further north, but the landowner, Lord Wantage, is reputed to have prevented the railway coming close to the town. This and the junction of the Oxford, Worcester and Wolverhampton Railway created the conditions for the future growth of Didcot. The station's name also finally fixed the spelling of Didcot.

The position of Didcot at the junction of the routes to London, Bristol, Oxford and to Southampton via the Didcot, Newbury and Southampton Railway made the location of strategic importance to military logistics, in particular during the campaign on the Western Front and the build up to D-Day. Although that railway line has closed and the large Army and Royal Air Force ordnance depots that were built to serve these needs have long since disappeared beneath the power station and Milton Park trading estate, there is still an army camp (Vauxhall Barracks) on the edge of town.

After World War II technology changed, with steam locomotives becoming obsolete, and the motor car becoming common. The station was renamed Didcot Parkway in the 1980s and the old GWR provender stores were demolished (the provender pond was kept to maintain the water table) to become a car park so that the station would attract travellers from the surrounding area. The locomotive depot became the Didcot Railway Centre in 1967.