Thetford station lies just to the north of the town centre and the River Little Ouse. Trains run through here on the Breckland Line between Cambridge and Norwich and the long-distance line between Liverpool Lime Street and Norwich. Eastbound there are usually two trains an hour to Norwich, and westbound there's one per hour to Cambridge and another to Liverpool Lime Street (via Nottingham, Sheffield and Manchester), both stopping at Ely, where you can catch services to Stansted Airport and London stations.
The original flint building at Thetford station opened in 1845, with the red-brick extension added later in 1889 - look up as you enter and you'll see the date engraved above the door. These days a lot of visitors come to the area to enjoy nearby Thetford Forest, a huge expanse of pine forest with walking, cycling and sculpture trails plus several important archaeological sites. Thetford station is also the nearest station for Center Parcs Elveden Forest.