Woody Bay was a station on the old Lynton and Barnstaple Railway, a narrow gauge railway line that ran through Exmoor from Barnstaple to Lynton and Lynmouth in North Devon. The station was inland, about 2 km from Woody Bay itself. It opened with the line (as "Wooda Bay" until the name was changed in 1901) on 7 March 1898, and closed when the line was closed on 29 September 1935. From 1923 until closure, the line was part of the Southern Railway.