Work began on the construction of the Didcot to Newbury railway in August 1879. The first sod was turned by the Countess of Carnarvon at a site just outside Newbury.
The estimated cost of building the line was £397,484. This cost was higher than it needed to be as the decision was made to build what was seen as branch line to main line standards, with gradients of no more than 1:106 (50ft per mile) and curve radii not less than 60 chains thus enabling the high speeds necessary to make the line competitive. The line was to be built single track with passing places at most stations but it was also decided that all bridges, cuttings and embankments were to be constructed such that a second line could be added as traffic increased. This decision was particularly significant in this area where approximately 414,000 cu. yards of chalk were excavated from Upton cutting and used to build the Hagbourne embankment.
According to the Newbury Weekly News of 4th August 1881:
In the Upton cutting that is some 2 miles long and up to 40 feet deep a steam “navvy” is being used to tear away at the chalk with its three steel teeth: the chalk is then scooped into a bucket capable of holding about a ton: when full, the bucket is swung round to dump its load into a waiting wagon. The wagons are then pulled back through the cutting to be emptied further down the line where the Hagbourne embankment is being constructed. About 400 wagons are moved every day but the embankment is of such heavy nature that progress is only 30 yards per week. After the “navvy” has scooped out the cutting the walls stand almost perpendicular and have to be sloped by hand.
Up to 300 men worked on the construction of the line that took 2½ years to complete.