The Khamagaon-Jalna Railway was a section of the Great Indian Peninsula Railway(GIPR). The date of opening of the railway is not known.
The railway was under consideration in 1906. ’on a 2ft 6in gauge for a length of 93.55 miles. It will start from Khamgaon, the terminus of a short branch railway, leaving the Great Indian Peninsula Railway at Jalamb ... to Jalna, a station on the Hyderabad-Godavari Valley Railway.... It will probably be constructed by the Great Indian Peninsula Railway’ 
- "Histories of (Indian)Railway Projects ...up to June 1906"; page 30(pdf page 62); Retrieved 7 Feb 2016