The Slavic settlement of Jutriboc in the Saxon Eastern March was first mentioned in 1007 by Thietmar of Merseburg, chronicler of Archbishop Tagino of Magdeburg.

In March 1611 a treaty was signed in Jüterbog between Brandenburg and the Electorate of Saxony in a failed attempt to end the War of the Jülich succession.

Under Nazi rule, Jüterbog's army base was greatly expanded and three surrounding villages were razed to make space for training areas.

After the Red Army left reunified Germany in 1990, the 20,000 hectares (77 sq mi) military area was and remains closed to the public because of security and environmental hazards.

There are also a medieval Roman Catholic church and the old Brick Gothic city hall with a statue of Saint Maurice from the 16th century, and a modern school.

Today the station is located at the junction of the railway line from Berlin to Wittenberg and a branch-off to Falkenberg/Elster, all served by Regional-Express trains of the Deutsche Bahn company.