When we think of closed stations we usually think of the post-Beeching era, but this station was only in operation from April 1848 to July 1850.
The short-lived Newmarket & Chesterford railway was built in a time of railway expansion in the early Victorian era; Bourne Bridge was one of four intermediate stations on the line. If you look from the cache site forward and rightwards across the road, through the metal gate, you can still see the station building, now a private house.
The line was never profitable and went into administration in July 1850, marking the end of the station in front of you. The line reopened briefly from September 1850 to October 1851 before finally closing, but for that period Bourne Bridge station was a few hundred yards south-west (turn right at the roundabout, and it was on the left, where there is now a business park).