This section is on the National Cycle Network Route 1.
The railway tunnel part of the Innocent Cycle Path can be quite a cool temperature leaving Edinburgh, as you whizz down the tunnel. Going north into Edinburgh it's only cool in the trendy sense as it's an uphill gradient.
A plaque can be seen here giving the history of the Innocent Railway, which was opened in 1831 to carry coal to the city. Riding on the horse-drawn trains became popular and the railway company rapidly converted wagons to coaches to carry passengers. The line was converted to a cycle path in 1985 after a long campaign by local cyclists (Spokes, The Lothian Cycle Campaign).
(Follow Route 1 bike signs; you will need the text instructions as well as a map)
In Dalkeith keep straight on through two sets of traffic lights (signed Whitecraig, Musselburgh). You bear right in front of Dalkeith Park then cross the River South Esk. At a roundabout take the second exit signed Thornybank. Turn left on to the B6414. Turn left to the Smeaton cycle path. This becomes a dirt surface just before it ends at Whitecraig. When the Smeaton cycle path meets the public road turn left following the bike sign for Musselburgh. After a quarter mile turn right down Cowpits Road (River Esk Walkway 2.5). At the next bend leave the road (River Esk Walkway 2). Go under the bypass then after 300 metres turn left to cross the River Esk on a metal footbridge. Pass under a railway line to a mini-roundabout; go straight over into a cul-de-sac (new houses). In the cul-de-sac follow Route 1 bike signs to Musselburgh Train Station going gently uphill. At the station you pass over the railway line to another cycle path. Follow this for a mile to Newcraighall Road where you turn right. Shortly after passing G&L Floors showroom turn left through bollards to another cycle path.
It is planned that this section will be carried over the railway but this has not happened yet. In the meantime keep under the pylons leaving the tarmac strip after 300 metres. After 30 metres on the dirt section turn right through an opening, cross a road, join another cycle path, cross another road, then cross the railway on a footbridge. After the footbridge cross the car park, go through an underpass, then bear right to a dirt surface cycle path. Climb gently, cross Duddingston Park South - you are now on the Innocent Cycle Path. Continue along this crossing Duddingston Road West to central Edinburgh passing through the Innocent Railway Tunnel. At the end of the tunnel you can join normal streets, or follow the bike route through a housing estate to the Engine Shed Cafe. After this follow map directions and Route 1 signs to get to Gilmore Place to complete the circle.