Construction of a railway in the new Moors Valley Country Park began on 1st November 1985 following the closure of its predecessor which had operated at the Tucktonia leisure complex at nearby Christchurch since 1980. The site at Tucktonia was far from ideal, being very run down, limited in size and did not fit in with the style of railway as originally conceived.

The Moors Valley Railway opened to the public at the end of July 1986, using much of the equipment—locomotives, rolling stock, some trackwork and workshop machinery moved from Tucktonia during the previous September and October.