Mayurbhanj State Railway or Mourbhanj State Railway (MSR) was a narrow gauge railway originally owned by Mayurbhanj State and worked by the Bengal Nagpur Railway (BNR) Company. The first section of 52 km from Rupsa to Baripada was opened for traffic on January 20, 1905. Rupsa was the junction with BNR’s broad gauge line. An agreement was signed on December 2, 1918, between the Mayurbhanj State and Mayurbhanj Railway Company, for extending the line to Talband, 61.5 km away. This section was opened on July 15, 1920. From that date, the management of the entire Rupsa-Talband section was handed over to Mayurbhanj Railway Company who managed this line through managing agents, Hoare Miller & Co., of Calcutta. The line continued to be worked by the Bengal Nagpur Railway.
Baripada was the first to witness a train communication in Orissa. The then Ruler of Mayurbhanj HH Maharaja Krushna Chandra Bhanjdeo connected Baripada by a narrow gauge rail network to the Howrah-Madras railway corridor.
After Independence, when the railways were regrouped, BNR along with eastern divisions of the East Indian Railway was constituted into the Eastern Railway on April 14, 1952. Later the newly formed zone was found to be too large for effective working and on August 1, 1955, the BNR portion was separated into new zone- South Eastern Railway.