It is located at Hummeltoftevej 51 and is named for the nearby Sorgenfri palace.

[1] The station was established in 1936 in connection with the conversion of Nordbanen into an S-train line.

[3] It was then located at present-day Lottenborgvej which was then called Hummeltoftevej and crossed the railway on a bridge.

The station was moved 250 metres (820 ft) to the northwest in connection with the construction of the Lyngby Bypass in 1955.

Hummeltoftevej was also moved north and the old road was renamed Lottenborgvej after the property Lottenborg.