Mexborough engine shed was an engine shed in Swinton, in South Yorkshire, England. It was built by the Great Central Railway. The shed was built slightly to the west of the current Mexborough station on land between the River Don and the River Don Navigation. It had 15 dead end roads, and could handle about 150 steam locomotives, mainly for use on freight trains. The London and North Eastern Railway operated the shed from 1923. In 1948, on the formation of British Railways Eastern Region, Mexborough bore the shed code 36B, then 41F from 1958. It closed in February 1964.
Most of the locomotives stabled at Mexborough were used for hauling coal trains. The coal originated from the many collieries in the South Yorkshire coalfield and wagons of coal were despatched to locations all over the country. However, the main destinations were the industries and power stations in Lancashire. With the opening of the Wath marshalling yard in 1907, Mexborough supplied locomotives for collecting wagons from the collieries, for re-marshalling of the wagons at Wath and for hauling coal trains across the steeply-graded "Woodhead" route across the Pennines into Lancashire. In the 1920s, the depot was the stabling point for what was then the most powerful locomotive in the UK, the London & North Eastern Railway's Garratt. It was used for banking heavy coal trains up the Worsborough incline on the Woodhead route.
In the 1950s, the route from Wath to Manchester was electrified. Consequently, the demand for the steam locomotives from the Mexborough depot reduced. The electric locomotives were stabled at Wath rather than Mexborough. Even the steam shunting engines for the marshalling work at Wath yard were replaced by diesel shunters in 1957. The use of steam locomotives for collecting coal from local collieries was also phased out and the depot closed in 1964. The site of Mexborough depot is now occupied by units in an industrial estate off of Meadow Way in Swinton. In its heyday, the depot had its own football team, Mexborough Locomotive Works F.C..