Probably named after the rectory of St Mary's Church, Stoke Newington.
The road was the northern part of Shacklewell Lane, which connected with Stoke Newington Church Street, leading on to St Mary's church and its rectory, both rebuilt in the 1850s. When builders replaced market gardens with houses along this stretch, it was renamed Rectory Road. The railway line and the station opened in 1872.