he village takes its name from the Old Norse konungr meaning "King" and the Old Norse noun by meaning "settlement", which gives "settlement of the King". Coningsby is about 7 miles (11 km) south of Horncastle on the A153 Horncastle to Sleaford road, with the Lincolnshire Wolds to the west and the Fens to the east. The B1192 Kirton to Woodhall Spa road passes through the village. At the village's western end it is separated from the village of Tattershall by the River Bain. A railway line passing through the village opened on 1 July 1913 but closed on 5 July 1970. The Coldham Road Industrial Estate now occupies the site of the former Coningsby railway station. The line was known officially as the Kirkstead and Little Steeping Railway, though it was universally known by the local people and the railway workers as the "New Line".