The Leighton Buzzard Narrow Gauge Railway exists today primarily because of sand. With the start of the industrial revolution many industrial and everyday components were cast from molten metal. Sand is used to create the molds into which molten metal is poured to form the required object. Sand is also used in the construction industry as well as for golf-course bunkers.Mining sand from quarries in Bedfordshire north of Leighton Buzzard began in the late nineteenth century.The sand was first transported by horse drawn wagons to be shipped via a standard gauge railway to sites around Britain. The London & North Western Railway built this line from Leighton Buzzard station to Dunstable which opened in 1848. With the coming of World War I demand for the local sand increased much to the detriment of Bedfordshire County roads. By 1919 the County Council banned sand transport along their roads so on 20 Nov 1919 the narrow gauge Leighton Buzzard Railway opened for the purpose of transporting sand.

Construction of the railway had commenced near the end of the War utilizing 2 foot (610 millimeter) gauge War Department Light Railways equipment with 30 pound light rail. Power to pull the loads was first supplied by two Hudswell Clarke 0-6-0T steam locomotives. Proving unsuccessful due to the tight curves on the line they were sold by 1921 to be replaced by internal combustion locomotives.

The railway connected various quarries such as Chamberlain's Barn, New Trees Quarry, Munday's Hill, Churchways, and the Double Arches Quarry at the north end of the line to an interchange with the standard gauge railway located at Grovesbury Sidings just south of Leighton Buzzard.

Following the end of World War II sand once again began to be transported by road. By 1960 only one quarry, Arnold's, was left using the railway. In 1969 the standard gauge line to Grovesbury Sidings was abandoned. The last sand train ran on the narrow railway in 1969.

"The Iron Horse Railway Preservation Society" took over maintenance and operation of the line about this time running a passenger service on weekends. Over the years a large collection of steam and internal combustion locomotives have been amassed by the Leighton Buzzard Railway.