The station's access point is situated on the northeastern tip of central or old Kuala Lumpur along Jalan Ampang (Malay; English: Ampang Road), with Bukit Nanas (Pineapple Hill) directly across the road and the Klang River behind the station.

Accordingly, passengers who intend to switch to either lines must walk along Jalan Ampang to reach either stations.

An overhead footbridge directly in front of the Dang Wangi station, which crosses Jalan Ampang and includes escalators, was also constructed around the time.

Alternately, the Medan Tuanku Monorail station is also accessible from the back exit of Dang Wangi station, via a pedestrian bridge across the Klang River and then a short walk along Jalan Raja Abdullah and Jalan Sultan Ismail.

The station has only one entry and exit point from street level, adjoining a massive low-rise structure behind the vestibule.