Turnberry Hotel itself was constructed on a site advertised for sale in 1845.

The land was purchased by the Glasgow and South-western Railway Company for the purpose of building the world's first Golfing Hotel. To speed clients and Hotel supplies from Glasgow, the Railway Company constructed the Dunure & Maidens Light Railway.

It was not uncommon in the early days of the railways for rail companies to submit their proposal in the form of a Bill to both Houses of Parliament and the Glasgow and South-western Railway Company duly sponsored the "Maidens and Dunure Railway Bill". It met with strong opposition from several landowners along the route, other than the Marquis of Ailsa, a director of the company, over whose land most of the line would run. The Bill was thrown out by the Commons and abandoned. Later, it was resubmitted in the form of a light railway under the Light Railways Act. Although the second proposal was identical to the first, it passed without difficulty.

The railway was duly constructed at a rumoured cost of £300,000 - around £100 million today, using average earnings as a measure of inflation.

When it opened in 1906 the railway included stations at Alloway, Heads of Ayr, Dunure, Knowside, Glenside, Maidens, Turnberry and Girvan. The railway lasted a scant 24 years, competition from the motor car forced the closure of most stations on 1st December 1930. Turnberry reopened for the 1932 holiday season but finally closed in June 1933. Some stations remained open until around 1950, but only for freight transport. After 1933 the only passenger service was from Ayr to the New Heads of Ayr station which was opened in 1947 specifically to service the Butlin's Holiday Camp. The New Heads of Ayr station had been constructed during WW2 by the London Midland & Scottish (LMS) Railway Company to serve the nearby Naval base (HMS Scotia) which was originally a Butlin's holiday camp. After the War, Butlin's took over the station to serve their camp, reclaimed from the Navy. Coaches and the private motor car gradually replaced rail transport over the next twenty years and it finally closed in 1968.