West Bay railway station was the terminus of the Bridport Railway in western Dorset, England. In 1879, the Great Western Railway, who held the operating licence for the original Bridport Railway (which ran as far as Bridport town), decided to extend the railway to Bridport Harbour. Construction started in 1883, and the line opened on 31 March 1884. The station was called West Bay by the GWR in order to encourage holiday traffic.