The station was originally known as Brockholes Junction, although this name eventually referred specifically to the railway junction to the southeast of the station where the Holmfirth Branch Line commenced.
In September 1881, labourer Samuel Stead was loading iron girders at the station when he had "his hand so frightfully crushed between the wheels of a travelling crane that three of his fingers and half the palm had to be amputated".
On Saturday 11 September 1886, the noon train from Huddersfield to Holmfirth had brought two carriages for use on the Clayton West Branch Line. However, when they were decoupled at Brock Holes, they ran out of control back towards Huddersfield. The only passenger, railway clerk Mr. Watts, managed to jump free without injuring himself. Attempts to stop the carriages failed until they were successfully turned into a siding at Berry Brow, where they "ran into some waggons, doing considerable damage".
The body of chief booking clerk William Smith, employed by the L&YR, was found near Brock Holes Station in April 1893. Together with his friend, Mr. Clayton, he had spent Friday 21 April walking in the Holmfirth area before returning to the station to catch a train home. However, they found they had just missed the 9:05 train and so decided to walk the line back to Brock Holes in order to catch a train from Penistone. Clayton walked more leisurely and Smith went ahead of him in the growing darkness. When Clayton got to Brock Holes Station, he was just in time to catch a train from Penistone and was surprised to find that his friend was not already aboard. In the darkness, he had likely run past the body of Smith who had been struck by the train as it approached the station. The body was found the following morning.
On the evening of 11 July 1904, the Frazer family of Rice Street (off Zetland Street), Huddersfield, were employed making hay in a field near the station when Alexander Frazer (aged 16) noticed that his younger brother James (aged about 6) had wandered onto the railway line. He then saw an express train was approaching and ran towards his brother, reaching him just in time to push him off the line. Unfortunately Alec "was caught by the engine and cut to pieces" in front of his horrified parents and others working in the field.