'Kilburn' is named after a stream: perhaps the king's stream or the cattle stream.
In the reign of Henry I a hermit, Godwyn, settled by the stream; his hermitage and the later Kilburn Priory took their name from it, and the hamlet from the priory. The stream, now called the Westbourne, runs underground. The High Road follows Watling Street, the old Roman road. The station opened in 1852 as Kilburn and Maida Vale.