Uxendon Shooting Grounds was the location of the clay pigeon shooting for the 1908 Olympics.
A field just to the east of Uxendon Farm had been set aside for shooting at the end of the nineteenth century.
Uxendon on the western slopes of Barn Hill was first recorded in 1257 as a small settlement in a transaction concerning Hugh of "Woxindon". In the 14th or 15th centuries some local people, including the Uxendon family, moved south to form another small community at Forty Green, where the Sudbury to Kingsbury road crossed the Lidding brook at Forty Bridge. This settlement was known as Uxendon Forty, Wembley Forty or Preston Forty. In 1516 the Bellamy family acquired Uxendon through marriage. They remained staunchly Roman Catholic after the Reformation and sheltered Catholic priests. Because of their faith the Bellamys suffered considerably in the final years of the 16th century.
By 1608 their land was in the hands of the Page family, who had become the leading landowners in the Wembley area. The Bellamys had already enclosed a small amount of open land. The Pages continued this process throughout the 17th century. Nonetheless a significant amount of common land remained until the Enclosure Act of 1803.
By 1732 a new farm, Barn Hill Farm, existed on the summit of Barn Hill. It was probably gone by the late 18th century, when Richard Page began building a folly or prospect house on Barn Hill. In 1792 Page engaged the celebrated landscape gardener, Humphry Repton, to layout "Wembley Park".
In 1829 many of the Page family lands, including Uxendon, went to Henry Young, the junior partner of the Page’s solicitor. There is good reason to suspect that Young obtained the lands fraudulently. In the decades that followed Young’s death numerous persons turned up claiming the ‘Page millions’, but no one was successful.
The district did not change significantly in the 19th century. This was due to an agricultural depression after the Napoleonic Wars and London’s growing need for hay; both Uxendon and Forty farms had converted to hay farming by 1852. The depression also led to an outbreak of violence in the area around 1828, when desperate agricultural labourers burnt haystacks and threatened local landowners.
In 1851 Uxendon Farm housed 13 people and Forty Farm 10, while three more lived at the top of Barn Hill. Around this time Uxendon was the venue for steeplechases and well known for its "sensational water jump”.
The construction of the Metropolitan Railway in 1880 effectively destroyed Forty Green, although South Forty Farm continued into the 20th century. In 1928 that farm became the headquarters of the Century Sports Ground. The celebrated gunsmiths Holland & Holland had a shooting ground nearby. As Forty Farm Sports Ground the site of the farm remains green to this day. The Holland & Holland grounds, however, were built over after 1931.
In 1896 the suggestion that a station should be built serving Preston was rejected because the local population was so small.
By 1900 Uxendon Farm had become a shooting ground (the Lancaster Shooting Club). When the Olympic Games were held in London in 1908 the ground was sufficiently important to be used for Olympic clay pigeon shooting. Pressure from the shooting club, which was a two mile walk from the nearest station, played a part in the opening of Preston Road Halt in May 1908.
A station on the eastern side of the Preston Road bridge was opened on 21 May 1908, and was originally named Preston Road Halt for Uxendon and Kenton
; it was later renamed Preston Road
. A path through Uxendon Farm connected to the lane which became Preston Road. From there it was but a short walk to the new halt. The temporary wooden platforms for this halt (the trains stopped “by request” only) were used until the current station was built, on the opposite side of Preston Road, as part of a 1930s suburban development.
The station was a halt (a request stop) and initially many trains failed to slow down enough to enable the driver to notice passengers waiting on the platform. Preston Road Halt triggered the first commuter development in the district. Some large Edwardian houses were built along Preston Road after 1910 and Harrow Golf Club opened near the station in 1912. Wembley Golf Club had already existed on the southern slopes of Barn Hill from about 1895. Both these golf courses would disappear under housing between the wars.
West Hill, Uxendon Hill and the roads between them were built around the same time on the site of the shooting ground, after the farm was demolished to make way for a railway extension to Stanmore, which opened in 1932 and is now the Jubilee Line.
Preston Road station was upgraded from a halt to a fully serviced station in 1931 when, during 1931–32, Preston Road station was re-sited on the opposite side of the road bridge, and the work was carried out in two stages: the southbound platform was re-sited on 22 November 1931, and the northbound on 3 January 1932.