Train services to Klampenborg Station are used by people in large numbers who during the summer season visit the Dyrehavsbakken amusement park, the Jægersborg Dyrehave forest park or enjoy the sun at Bellevue Beach.

It is served by a frequent regional rail service between Helsingør and Copenhagen, operated by Danish State Railways, as well as line C of the S-train network.

[1] Train service began by the Zealand Railway Company (Danish: Det Sjællandske Jernbaneselskab (DSJS)) in 1863 and was taken over by DSB in 1864.

The station was among the first served by the S-train, as service began on the 3 of April 1934 when the line Frederiksberg-Vanløse-Hellerup-Klampenborg was opened.

The station site also include an open waiting area covered by an elaborate cast iron roof.