The two-platformed station originally called Sutton was opened by the Hull and Hornsea Railway along with the rest of the line on 28th March 1864 located on the north side of Church Street down below beyond the road bridge. It was renamed Sutton-on-Hull on the 1st December 1874. Each platform had its own access path from the road. 
It was closed by British Railways (Eastern Region) to passengers on 19th October 1964 (after which goods trains ran to Hornsea Bridge) and completely on 3rd May 1965. Subsequently the whole was demolished and became a public footpath and cycleway and children's playground. The ramp footpath down from the road to the eastern up platform was retained for access and the stationmaster's house became a private residence.
The original Hull terminus was Wilmington station for a few months and then on 1st June 1864 trains ran via the Victoria Dock branch into Hull's Paragon Station. The line ran to Hornsea Town station close to the sea. The Hull and Hornsea Railway merged with the North Eastern Railway on 16th July 1866. It connected with the Hull and Withernsea Railway. One problem was that both formed the low level line with level crossings circling beyond the city centre. The High level line with bridges was the Hull and Barnsley Railway, and this remains open for goods traffic.
The line was mainly single track but was doubled completely early in the 1900s. Diesels ran from 1957 but proposed automatic signalling never happened.
As walking and cycle routes, the trackbed remains except for Hornsea Bridge and the area that was Hornsea Town station. The 1970s saw discussion about turning the Hull area of the track into a tram line along with a connecting drainage ditch that would service Bransholme.