The station was commissioned in 1904 with three British Westinghouse turbo-generators rated at 3,500 kW each. Two 5,000 kW sets were added five years later. The station was further upgraded in 1912 when the original turbines were replaced.
Along with Lots Road power station, Neasden power station supplied the combined London Transport network from its formation in 1933.
Coal for the power station was brought in by rail in trains run initially by the MetR using its fleet of steam locomotives and then by the LNER after June 1935.