S/H3/20, the Planning Department of the government indicated one possible location under Des Voeux Road West at Ko Shing Street as of December 2003.

A large void facing Des Voeux Road West, sealed, can also be found at a nearby medical centre, which some have speculated that it was reserved for a to-be-built exit.

[5] In March 2004, the MTR moved the station back east but south of the initial alignment under King George V Memorial Park.

A source from the MTR Corporation (MTRC) revealed to the local newspaper Ming Pao that this location was chosen to avoid any nuisance during works under major roads.

[citation needed] The MTR Corporation let out a tender for the construction of the Sai Ying Pun and HKU stations and 2.2 km (1.4 mi) of tunnel.

The station opened later than the other two on the West Island line due to construction delays resulting from soft ground conditions.