The station opened on 1 June 1863, when Klagenfurt received connection to the Southern Railway, one of the main train routes within the Austrian Empire, via the Carinthian branch line to Marburg, Styria (now part of the Drava Valley Railway).

In 1906, Klagenfurt received access to the Rosen Valley Railway running from Sankt Veit an der Glan via the Karawanks Tunnel to Assling (Jesenice) in Carniola (present-day Slovenia).

The railway premises located in the present-day district of Sankt Ruprecht south of the city centre were not incorporated into Klagenfurt until 1938.

Severely damaged by strategic bombing during World War II the station had to be demolished and completely rebuilt.

The reception hall was adorned with a large fresco, created by the local artist Giselbert Hoke (1927–2015) in the style of Pablo Picasso and completed in 1956.