Grimston was a railway station serving Saxelbye village in the English county of Leicestershire. It was opened on the Nottingham direct line of the Midland Railway between London and Nottingham via Corby.The station was formerly named Saxelbye, the name was changed after only 3 months to avoid confusion with Saxby, a few miles east of Melton Mowbray, on the Midland's other line between Leicester and Peterborough. The village of Grimston lies about one mile to the north west of the former Grimston station. The line still exists today as the Old Dalby Test Track.

The Old Dalby Test Track is a railway in the United Kingdom which is used for testing new designs of trains and railway infrastructure. It runs between Melton Mowbray, Leicestershire and Edwalton, on the course of the Midland Railway's route between Kettering and Nottingham which closed to passengers on 1 May 1967, and to goods in 1968. It is 13.5 miles (21.7 km) in length.