Frome station was opened in 1850 and is one of the oldest railway stations still in operation in Britain. The unusual station structure consists of a 36.5 m (120 ft) by 14.6 m (48 ft) timber train shed. It was built in the style of Brunel by J.R. Hannaford. The station has two platforms, one of which is now unused, the line having been made into a single track.

Frome station was originally on the Wilts, Somerset and Weymouth Railway, a railway that linked the Great Western Railway (GWR) at Chippenham with Weymouth. The line was authorised in 1845, was acquired by the GWR in 1850, reached Frome in the same year, and was completed throughout in 1857.

The original route of this line is that of the loop line through Frome station. This line forms the basis for today's Bristol to Weymouth route. A branch from Frome to Radstock, authorised by the same act of 1845, opened to freight traffic in 1854 and to passenger traffic in 1875. At Radstock this line connected with the Bristol and North Somerset Railway, providing a more direct route to Bristol than that provided by the Wilts, Somerset and Weymouth Railway.

For the remainder of the 19th century, the GWR's principal route from Paddington station to Exeter, Plymouth and Penzance was an indirect one via Bristol Temple Meads, the so-called 'Great Way Round'. However in 1895 the GWR directors announced that new lines were to be constructed to enable trains to reach Exeter, Plymouth and Penzance in a shorter time.

This involved improvements to the Berks and Hants Extension Railway and the Wilts, Somerset & Weymouth Line, together with the construction of the Castle Cary Cut-Off. This opened from Castle Cary to the existing Bristol to Exeter line at Cogload Junction in 1906, but shared the original Yeovil to Taunton line between Curry Rivel Junction (near Langport) and Athelney.

This transformed Frome from a station on a secondary north to south line, to one on a main east to west route. The route resulting from these improvements and extensions forms the current London to Penzance line. In 1933 a by-pass route was constructed, enabling through traffic to avoid Frome station and the junction with the Radstock branch, and leaving the station on a looped branch as at present. The line to Radstock closed to passengers in 1959.