[3] The station opened in 1890 to serve as terminus of the new narrow gauge railway line from Frederikshavn to Skagen.

[7][8] In 1924, the railway line was converted to standard gauge to avoid the need to transfer cargoes of fish in Frederikshavn.

[6] It is in the style of the town's typical yellow-plastered houses with red tiled roofs with white trimmings which were built in Skagen from 1890 to 1930 and designed by Plesner.

In 1914, King Christian X of Denmark built the villa Klitgården by the Kattegat coast southwest of Skagen as a summer residence for the Danish royal family.

The renovation included new windows, the facade, the opening of a café in the former royal waiting room, and an extension.