The station lies on the route of the Stockton and Darlington Railway, the first public railway. The main line of the S&D was opened on 27 September 1825 from Phoenix Colliery at Etherley to Stockton, and this station was opened the same day, being originally named Aycliffe Lane.
It was subsequently renamed three times, first to Aycliffe and Heighington, later, on 1 July 1871, it became Aycliffe, although this name lasted for just over three years, because on 1 September 1874 it gained the present name of Heighington.
On the opposite side of the railway line are the original station buildings. The original design called for a public house which would act as a waiting room.
Another historical claim to fame for Heighington is that the first engine on the line, Locomotion No. 1, was assembled and put on the rails in 1825.