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Recent robotic missions to Mars have offered new insights into the extent, diversity and habitability of the Martian sedimentary rock record. Since the Curiosity rover landed in Gale crater in August 2012, the Mars Science Laboratory Science Team has explored the origins and habitability of ancient fluvial, deltaic, lacustrine and aeolian deposits preserved within the crater. This study describes the sedimentology of a ca 13 m thick succession named the Pahrump Hills member of the Murray formation, the first thick fine‐grained deposit discovered in situ on Mars. This work evaluates the depositional processes responsible for its formation and reconstructs its palaeoenvironmental setting. The Pahrump Hills succession can be sub‐divided into four distinct sedimentary facies: (i) thinly laminated mudstone; (ii) low‐angle cross‐stratified mudstone; (iii) cross‐stratified sandstone; and (iv) thickly laminated mudstone–sandstone. The very fine grain size of the mudstone facies and abundant millimetre‐scale and sub‐millimetre‐scale laminations exhibiting quasi‐uniform thickness throughout the Pahrump Hills succession are most consistent with lacustrine deposition. Low‐angle geometric discordances in the mudstone facies are interpreted as ‘scour and drape’ structures and suggest the action of currents, such as those associated with hyperpycnal river‐generated plumes plunging into a lake. Observation of an overall upward coarsening in grain size and thickening of laminae throughout the Pahrump Hills succession is consistent with deposition from basinward progradation of a fluvial‐deltaic system derived from the northern crater rim into the Gale crater lake. Palaeohydraulic modelling constrains the salinity of the ancient lake in Gale crater: assuming river sediment concentrations typical of floods on Earth, plunging river plumes and sedimentary structures like those observed at Pahrump Hills would have required lake densities near freshwater to form. The depositional model for the Pahrump Hills member presented here implies the presence of an ancient sustained, habitable freshwater lake in Gale crater for at least ca 10^3 to 10^7 Earth years.