The only locomotives ordered new by the Shrophire & Montgomeryshire Railway were two 0-6-2T designed by H.F. Stephens. They were built in 1911 by Hawthorn, Leslie & Co. and were run as No. 5 “Pyramus” and No. 6 “Thisbe”, named after an antique saga. These locomotives weighed less than 40 tons and had drivers of three and a half feet. They had outside cylinders and inside Stephenson valve gear, and had combined steam and vacuum brakes.

As early as 1916, both were sold to the government and their numbers and names were re-used for two ex LSWR 0-6-0 class 282 “Ilfracombe Goods” locomotives. No. 5 came to the Cannock Chase Military Railway and served there until 1921, when it was sold for industrial use. No. 6 came to the Woolmer Instructional Military Railway and was in service until 1931.