B.J. Bornholms Jernbane began railway operations on 13 December 1900 on the 36.6 km long line from Rønne to Nexø via Åkirkeby. On 28 September 1901, B.J. started railway operations on the 5.1 km long branch line from Åkirkeby to Almindingen. This line was an excursion railway intended to transport the inhabitants of Bornholm from the “southern part of the island” to Almindingen. (The large forest Almindingen in the middle of the island has always been a popular destination for outings for all Bornholmers.) In 1913, the railway to Allinge was inaugurated, and therefore B.J. (Bornholms Jernbane) had to change its name to R.N.J. Rønne–Nexø Jernbane.

R.A.J. Rønne–Allinge Jernbane began railway operations on 6 May 1913 on the 31.2 km long line from Rønne to Allinge.
Railway operations on the Rønne–Allinge line were discontinued on 15 September 1953. The rails were removed shortly thereafter, and the land was returned to the surrounding landowners. Parts of the alignment between Rønne and Sandvig have been preserved as cycle paths.

A.G.J. Almindingen–Gudhjem Jernbane began railway operations on 27 June 1916 on the 18.1 km long line from Almindingen to Gudhjem.
Railway operations on the Åkirkeby–Gudhjem line were discontinued on 18 August 1952. The rails were removed shortly thereafter, and the land was returned to the surrounding landowners. Parts of the alignment between Åkirkeby and Gudhjem have been preserved as cycle paths.

D.B.J. De Bornholmske Jernbaner was established on 17 December 1934 through a merger of the three Bornholm railway companies (R.N.J., R.A.J., and A.G.J.). The merger came into effect on 1 January 1935.
Railway operations on the line between Rønne and Nexø were discontinued on 28 September 1968. The rails were removed shortly thereafter, and the land was returned to the surrounding landowners. Parts of the alignment between Rønne and Nexø have been preserved as cycle paths.