Enclosed railway stations hosting diesel trains are at risk of reduced air quality as a result of exhaust emissions that may endanger passengers and workers. Air quality measurements were conducted inside London Paddington Station, a semi-enclosed railway station where 70% of trains are powered by diesel engines. Particulate matter (PM2.5) mass was measured at five station locations. PM size, PM number, oxides of nitrogen (NOx), and sulfur dioxide (SO2) were measured at two station locations. Paddington Station’s hourly mean PM2.5 mass concentrations averaged 16 μg/m3 [min 2, max 68]. Paddington Station’s hourly mean NO2 concentrations averaged 73 ppb [49, 120] and SO2 concentrations averaged 25 ppb [15, 37]. While UK train stations are not required to comply with air quality standards, there were five instances where the hourly mean NO2 concentrations exceeded the EU hourly mean limits (106 ppb) for outdoor air quality. PM2.5, SO2, and NO2 concentrations were compared against Marylebone, a busy London roadside 1.5 km from the station. The comparisons indicated that train station air quality was more polluted than the nearby roadside. PM2.5 for at least one measurement location within Paddington Station was shown to be statistically higher (P-value < 0.05) than Marylebone on 3 out of 4 days. Measured NO2 within Paddington Station was statistically higher than Marylebone on 4 out of 5 days. Measured SO2 within Paddington Station was statistically higher than Marylebone on all 3 days.