Just five years after opening, the Metropolitan Railway intended to open a line from Baker Street to the London and North Western Railway station at Finchley Road & Frognal. Instead, in April 1868, a single-track railway opened between Swiss Cottage in a tunnel to new platforms it had built at Baker Street. The new line had intermediate stations at St John’s Wood Road and Marlborough Road. A train service was run every 20 minutes.

However, by the early 1870s, passenger numbers were disappointing and a solution was to extend the line northwards to generate new traffic. Edward Watkin, in charge of the ’Met’ proposed that the cost of construction would be lower than in built-up areas and traffic could also be fed into the main railway. In 1873, the company was given authority to extend to Neasden, a remote settlement in the Middlesex countryside at Neasden. With the nearest larger place to Neasden being Harrow it was decided to build the line over three miles further to Harrow - permission was granted in 1874. A single line to West Hampstead opened in June 1879 with a temporary platform at Finchley Road. Double track and a full service to Willesden Green started that November. The line reached Harrow in August 1880.

Finchley Road station opened on 30 June 1879. The station was rebuilt in 1914 with entrances incorporated into a new parade of shops.