The station opened on June 22, 1915, as part of the initial portion of the BMT Fourth Avenue Line to 59th Street.

The station was renovated again in 1996–1997, and it is planned to receive elevators as part of the Metropolitan Transportation Authority's 2020–2024 Capital Program.

The 36th Street station was constructed as part of the Fourth Avenue Line, the plan for which was initially adopted on June 1, 1905.

[12] In 1915, the Sunset Park Civic Association petitioned for the construction of an entrance to the station from 33rd Street and Fourth Avenue.

[15][16] In December 1934, a request to construct an additional entrance to the station was brought before the Public Service Committee of the Merchants and Manufacturers Association of Bush Terminal.

[20] In the 1960s, the New York City Transit Authority (NYCTA) started a project to lengthen station platforms on its lines in Southern Brooklyn to 615 feet (187 m) to accommodate 10-car trains.

[21] On July 14, 1967, the NYCTA awarded a contract to conduct test borings at eleven stations on the Fourth Avenue Line, including 36th Street, to the W. M. Walsh Corporation for $6,585 (equivalent to $60,172 in 2023) in preparation of the construction of platform extensions.

[31] It also included an art installation by Owen Smith called An Underground Movement: Designers, Builders, Riders.

[32] In May 2018, New York City Transit Authority President Andy Byford announced his subway and bus modernization plan, known as Fast Forward, which included making an additional 50 stations compliant with the Americans with Disabilities Act of 1990 during the 2020–2024 Metropolitan Transportation Authority (MTA) Capital Program to allow most riders to have an accessible station every two or three stops.

[38] A request for proposals was put out on May 18, 2023 for the contract for a project bundle to make 13 stations accessible, including 36th Street.

When the West End Line was built, the entire station was shifted northward, and the original southern mezzanine was isolated and closed off.

On the main track level, a bellmouth going east is visible from a Manhattan-bound local train,[47] just south of this station.