In 1849 the first settlers to arrive in the area were said to be three brothers and two sisters named Havey from County Kildare, Ireland. The township is said to have been named Kildare in their honor in 1850.
The Chicago Milwaukee and St. Paul Railroad came through the area in 1857 establishing the location of the village still called Kildare. The people of Lyndon Station and surrounding areas waited all day for a sight of the first train. Finally in the late afternoon, it moved slowly over the track and the people were all there waving as it passed. In sharp contrast, after many years of service, the last passenger train stopped at Lyndon Station on August 6, 1969 with only one local businessman and eight passengers, who had been in Mauston for Crazy Days, witnessing the final stop at Lyndon Station Depot. Passenger rail service became a thing of the past.
In 1860 a movement was started to change the name of the village from Kildare to avoid confusion since it was part of the township of with same name. In addition, more settlers had arrived from a different Irish County, Limmerick. The village name was changed to Lyndon Station. It is said that a man named Lyndon had much to do with completing the railroad, but records do not show a direct connection with the name Lyndon Station.