The station was opened on 16 December 1996, as part of the first phase of the STAR LRT system's opening, alongside 13 adjoining stations along the Sultan Ismail-Ampang route.

As parts of the Ampang Line route reused the now defunct Federated Malay States Railways (FMSR) and Malayan Railways (KTM) line between Kuala Lumpur, Ampang and Salak Selatan, the Pudu station serves as an unofficial replacement of an older Pudoh station that was formerly located in roughly the same location, closed in 1993 and demolished outright during the 1990s as the STAR line was constructed in place of the railway tracks.

A reason for this was the proximity of a former level crossing at Jalan Sungai Besi, southeast from the station.

The principal styling of the station is like most other stations in the line, featuring multi-tiered roofs supported by latticed frames, and white plastered walls and pillars.

The Pudu station was featured by name in the 1999 film Entrapment starring Sean Connery and Catherine Zeta-Jones.