The gradient lessens to 1 in 150 for a few yards and then becomes level. The line goes along the youthful Avon Valley and before Malmesbury descends at 1 in 500, crosses a river, goes into a 100 yd. tunnel, again crosses a river, and then enters the station on the level. The situation of the station is rather unusual, as it lies beyond the town, rather than short of it, as is the case with so many branches. Possibly this is the result of the Wiltshire & Gloucestershire project.
Malmesbury Station has a stone buildings, a single platform with run-around loop, and an engine shed, and cattle loading dock. The points and two signals were controlled from an enlarged ground frame with six levers. Goods traffic consisted of coal, agricultural machinery, and general merchandise.
The branch was worked by train staff and one engine in steam. From Dauntsey to Malmesbury there were seven trips each way, several being mixed trains, and one on Sundays; 16-23 min. were allowed for the journey of 6 ½ miles. In 1933 the train was formed of three four-wheel coaches, but, on the opening of the spur to Little Somerford, two bogie coaches were used. There were then nine trips each way and one on Sundays; 9 min. were allowed for the journey. The branch train mad an evening trip to Swindon and back and an afternoon trip from Swindon to Malmesbury and back. Except for "mixed" trips, a guard was dispensed with on the branch line. Latterly there were five trains in each direction and one to Swindon and back on Saturday evenings; and no Sunday trains ran. Two "mixed" trains ran in each direction for some years, but the passenger working ended with separate trains. The branch was closed to passengers from September 10, 1951. In recent years, it has been used for trials of diesel sets built in Swindon, as well as the daily freight train.