In 1862, a German, H.J. Uekermann, established a trading station here at the crossroads of the original wagon trails linking Pretoria, Potchefstroom, Durban and Bloemfontein. Since the trading station was an important communications centre, Uekermann purchased in 1865, for £7 10s, a portion of the farm Langlaagte, laying out a town which he named after his old university and the town of Heidelberg in Germany. During the First War of Independence Heidelberg served as capital of the Zuid Afrikaansche Republiek under the Triumvirate of Paul Kruger, PJ Joubert and MW Pretorius, from 1880 to 1883.

Heidelberg developed as a typical rural Victorian town and many of the buildings dating back to the period between 1890 and 1910 have been preserved. The town flourished when gold was discovered on the Witwatersrand as there was a flood of traffic along the roads that passed through the town. At the height of the gold rush, there were 18 hotels operating in the town.

The original railway station, a fine period piece built of sandstone, was opened in 1895 when the railway line to Natal was completed, with a final ceremony of linking the tracks at Heidelberg. In 1961 a new station was built and the old station fell into disuse. Fortunately it was not demolished but partially restored by the Simon van der Stel Foundation with the intention of converting it into a cultural history museum. In 1974 the Rembrandt Tobacco Corporation rented the building and grounds from the municipality, fully restoring the station and establishing a transport museum which opened in 1975. A magnificent collection of transport vehicles including veteran cycles, motor cycles and motor cars were displayed. Sadly, the museum was closed in 2002.