The valley of the Great River Ouse was a serious problem faced by the builders of the Grand Junction. In the absence of a viaduct over the river itself, a temporary solution involved a series of eight locks on the banks of the river, built in 1800, so that at least the canal could be used for through traffic. However, it could only be a stop-gap, because the river flooded frequently in the winter months. A massive embankment was needed to carry the canal over the flood plain, together with an aqueduct over the river itself.

The gigantic embankment, which even today is very impressive, stands about 11 m (36 ft.) high above the valley floor and is 46 m (159 ft.) wide, extending about 800 m from one side of the valley to the other. The pioneer canal builder William Jessop suggested a brick aqueduct over the river. A structure with three arches, supported by two brick piers, was duly opened on 26 August 1805. The piers were built on dry land to one side of the river, which was then diverted through the new canal. A section of the canal embankment collapsed in January 1806, probably over the old course of the river which was repaired. The first aqueduct eventually collapsed in February 1808, severing the canal above.

The subsequent Cosgrove Aqueduct is a navigable cast iron trough aqueduct, built in 1811.