Lyngby station is located on the Hillerød radial of Copenhagens S-train network.

[3] The current station building was built in 1957 and contains a shopping arcade with circa 15 stores, including two supermarkets.

The first station building was demolished in connection with the introduction of double tracks between Hellerup and Holte.

A new and larger station building, located a little to the south of the old one, was built in 1890–91 to design by Heinrich Wenck and Niels Peder Christian Holsøe.

Lyngby Bypass runs along the roof of the station building which is located on the east side of the railway tracks.