It was named after the Great Western Railway whose railway lines run under a bridge on the road. Before the railway and before the canal, the line of the future road ran south as a path from the Harrow Road towards Bayswater. It is visible on the 1750s Rocque map.

First the canal in 1801 and then the Great Western Railway in 1838 disrupted the route. However by the 1850s, the road began to exist in its current form. The 1860s saw housing, which had ended in 1855 at St Stephen’s Church and Hereford Road in Paddington, spread to the Kensington boundary.

By 1865, terraces were lining westward extensions of Westbourne Grove and Westbourne Park Road, Artesian Road, and an eastward extension of the Talbot Road. Small terraced houses and shops stood by 1867 along the south side of Kensal Road and by 1869 along the north side, backing the canal.

Building also stretched north-westward along Great Western Road past Westbourne Park station when that opened in 1866. This was the work of several local builders. The only large space without houses south of the canal lay east of Westbourne Park station, where the GWR lines passed between a train depot by the canal and a coal and stone depot at the end of Westbourne Park Road.

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Main source:	A History of the County of Middlesex | British History Online
	Further citations and sources