The station is located closely to the similarly designed Railway Administration Building, as well as the National Mosque and Dayabumi Complex.

Constructed of wood and a nipah palm roof, the station was the first in Kuala Lumpur, linking Kuala Lumpur to Klang (Pengkalan Batu) via the first railway line to connect the city with the rest of the Malay Peninsula (officially inaugurated 22 September 1886).

Arthur Benison Hubback, a British Architectural Assistant to the Director of Public Works, undertook the design of the station.

Similar structures, such as the Sultan Abdul Samad Building (credited to A.C. Norman but largely designed by R.A.J.

After the diversion of long-distance intercity rail traffic less than a kilometer south to Kuala Lumpur Sentral on 15 April 2001, the original station's importance diminished.

In 1986, the station was more extensively refurbished, with the interior and relevant windows replaced with modern counterparts while the exterior was repaired and preserved, and additional new facilities and buildings, including air-conditioned waiting halls, tourism information counters and snack bars.

The refurbishment also saw an additional extension built on the south wing of the building, sporting "Raj" stylings that dominates much of the building, and the addition of a frontal façade for the north wing that sports similar architectural elements, masking hints of Western designs from the front.

Other modifications made onto the old building included the rear wall of the station carved open and extended to accommodate a new station entrance, taxi stops, several office and retail spaces, while additional double-storey retail spaces were constructed over one of the two adjacent frontal access roads to the main building.

The 1986 remodelling also saw platform extensions to the north and a new station building in the area, which connected to the General Post Office at the then newly completed Dayabumi Complex (constructed 1982 to 1984).

The façade of the station is completely plastered, as opposed to buildings of similar styles that opt for exposed brickwork, and painted in light colours (usually white or cream) throughout its service.

The platforms are covered by large steel-framed shelters, which were initially shorter during the station's early operation.

The design of the extended platform for the 1986 refurbishment of the station took a more modernist approach, consisting simply of large concrete pillars supporting a latticed roof and a ticket office on concrete slabs at the north end, suspended two stories above ground.

White walls and arches that serve as decorations to the extension mimic design cues from both the old station and the Dayabumi complex.