Planning There were two railway schemes: Thirsk to Malton, and the Malton to Driffield. There was consensus that each presented challenges to their promoters, directors and shareholders and further that there was some interdependency between the two lines. Both had their formal roots in Acts passed in 1846, just prior to the ‘railway panic’ caused by high expectations of railway scheme promoters and their investors.
The prospectus of the Malton and Driffield Railway was advertised in the York Herald in October 1845  and in November 1845 a meeting of the provisional committee and directors was held in the Malton Town Hall. In May 1846 a ‘special meeting’ was held at the New Corn Exchange, following Sir Robert Peel’s resolution requiring reconsideration of all new railway schemes – the decision to go ahead however was fairly unanimous . The 1st General Meeting took place in August 1846 at the Corn Exchange in Malton and promoted the objective of constructing the line simultaneously with the Thirsk to Malton line .
In January 1847, the directors proposed ‘to proceed in the execution of the works with as much vigour and dispatch as ... ... they intend for the present to confine their operations in a great measure to the tunnel.’  The biggest challenges on the line were stabilising a heavy clay soil and constructing the Burdale Tunnel (14 yards short of 1 mile in length).
In March 1847, the contract for constructing the railway was let to a Mr Gow. He later took the contract for constructing the Thirsk to Malton line, where work did not commence until the autumn of 1851.
In mid-1847 the half yearly meeting of the shareholders considered the report of the directors. After delays due to considering deviations in the planned line to accommodate landowners, the works for the main line were now contracted and 'upwards of 1200 men are now engaged on the works.' This prompted discussion and approval of £50 for the 'religious instruction of the labourers who are collected on the line.' The report is extensive and revealing 
In January 1848 it was reported that fencing had been fixed throughout the line, and nearly the whole of the line was formed between the tunnel and Driffield and that a single line of railway had been laid for upwards of 8 miles. Further, it was deemed prudent to reduce expenditure from £8,000 a month to £1,500 per month by stopping execution of some of the least important portions . Later that year it was reported at the half yearly meeting that there was ‘despondency that works on the Thirsk to Malton line had not yet commenced’ 
At the half yearly meeting, in January 1849, the directors recorded that they ‘cannot omit to acknowledge the continued confidence and support they have received from the great body of shareholders during a period of unprecedented commercial depression and extraordinary emergency in railway affairs’. They announced a further postponement of the Malton and Thirsk branch and made direct communication with Mr. Hudson to determine his intentions and advice. His response was that they should ‘suspend works during winter months’. 
There was perhaps worse to come, when at the half yearly meeting in July 1849 a statement ‘with a view of reducing the outlay of capital ... ... the directors have come to the determination to recommend to the shareholders the completion of a single line of rail only’ was made 
Evidently the directors were doing their best, and at the half yearly meeting of January 1850 they were able to report that ‘after Midsummer next, the only works of consequence remaining to be executed will be the tunnel .
A year later they were reporting that due to arrears on the calls made on shares progress in completing the Burdale tunnel had been impacted  and that there were still some 1,100 yards of tunnelling to complete. At this same meeting it was publicly aired that in July of 1850 some provisions of the original Act permitting the construction of the Malton and Thirsk Railway would expire, including that of compulsory land purchase. By August 1851, 866 yards of the tunnel remained to be constructed. However moves had been made to arrange some influence over the construction of the Thirsk to Malton line and come to arrangements with local landowners and the York, Newcastle and Berwick Railway Company .
Finally, ‘The first sod of the Thirsk and Malton Railway, designed to form a junction with the Malton and Driffield Railway now in course of formation, was raised in the orchard field, Malton on Thursday week by W. Allen, Esq., steward to Earl Fitzwilliam .
 York Herald, 11 Oct 1845
 Yorkshire Gazette, 16 May 1846
 Yorkshire Gazette, 29 Aug 1846
 Yorkshire Gazette, 23 Jan 1847
[5 York Herald, 7 August 1847
 Yorkshire Gazette, 5 February 1848
 Yorkshire Gazette, 5 August 1848
 Yorkshire Gazette, 27 January 1849
 Yorkshire Gazette, 7 July 1849
 Yorkshire Gazette, 12 January 1850
 York Herald, 11 January 1851
 York Herald, 2 August 1851
 Leeds Intelligencer, 18 October 1851