The three 4-8-2 locomotives numbered 806 to 808 were built by Vulcan Foundry in 1930 for the Nigerian Railways with the works numbers 4423 to 4425. Like the 2-8-2 locomotives with the numbers 801 to 805 built by the same company in 1925, they had three cylinders with simple expansion and a long boiler with a large firebox. The firebox featured a combustion chamber and four arch tubes. Compared to the class 801, the 806 was a bit heavier and had a bigger boiler. From the outside, it could be recognized by the sloped front sheet of the firebox, compared to the straight one of the 801. Additionally, it had a larger tender with a water capacity of 4,500 instead of 3,000 imperial gallons and a coal capacity of eight instead of seven and a half tons. In the result, it was among the heaviest 4-8-2 locomotives running on Cape gauge.