It was opened in 1906 as Denham — Junction for Uxbridge as it was a stop on the shuttle service between Gerrards Cross Station and Uxbridge High Street Station; the latter station has long been closed and demolished, and the branch line to it dismantled.
Under the London Passenger Transport Board's 1935-40 New Works Programme, Denham was to have been the terminus of the Central line's westward extension, with Central line platforms south of those on the main line. Work on the extension was postponed in World War II. The introduction of the Metropolitan Green Belt limited the expansion of the London urban area and the extension was cut back to West Ruislip. No visible signs of the extension works remain at Denham.