Central Market Kuala Lumpur is located at Jalan Tun Tan Cheng Lock (Foch Avenue) and the pedestrian-only section of Jalan Hang Kasturi (Rodger Street), a few minutes away from Petaling Street and next to Klang River.

The adaptive reuse renovation commenced in October 1985 and was completed in April 1986, to be officially launched during the PATA Conference 1986.

The Central Market Annexe, located at the back of the main building, formerly housed a cineplex and was opened in 2006.

Located alongside the main building is the newly transformed, pedestrianised and covered walkway, Kasturi Walk.

Opened in 2011, Kasturi Walk boasts an alfresco ambience featuring an exciting variety of stalls selling tantalising local snacks and exquisite souvenirs.

Notable are two-storey and single-storey buildings resembling the kampong-style houses representing the many ethnic groups living harmoniously in Kuala Lumpur.