On the 20 July 1837 the London and Birmingham Railway line opened. The station was opened as "Sudbury" in 1842. In May 1882 it was renamed "Sudbury & Wembley" On 1 November 1910 it was renamed "Wembley for Sudbury", coincident with construction of the "LNWR New Line" and parallel with the growth of Wembley at the expense of Sudbury. On 16 April 1917 the Bakerloo line service commenced over the New Line. In 1936 the street level building was reconstructed with a shopping arcade and in 1948 further work in preparation for Olympic Games at Wembley Stadium was carried out. On the 5 July 1948 it was renamed "Wembley Central", a name that finally stuck. In the 1960s Station Square was constructed on a raft over station, providing most of current layout. November 2007, the Station management transferred from Silverlink Trains to London Underground and in June 2008 the 1936/1948 surface buildings began to be demolished for redevelopment. Recently, February 2009: Southern services between Milton Keynes Central and East Croydon stop here (each hour Mon-Sat daytime). December 2014: London Midland services between London Euston and Tring have been introduced (each hour Mon-Sat daytime)
Wembley Central has the appearance of an underground station due to the elevated position of the High Road (where the main entrance was until recently behind a 1940s shopping arcade) and the enclosed nature of the platforms below the raft upon which Station Square is built; it is actually generally at or above the local ground level, having been reconstructed in its current form during the 1960s electrification of the West Coast Main Line. It is the first station out of Euston to have platforms on all three pairs of tracks and the combination of the confined space and through trains passing at speed on platforms 3-6 (the main line platforms) create a wind tunnel effect which can be dangerous for passengers. As a result, the main line platforms (for Southern, London Midland, and Wembley Stadium additional services) are locked out of use for most of the day and entrance is only allowed 10 minutes before the trains are due, the Southern services, which use platforms 5 and 6 (on the slow main line). Passengers alighting from these services must make their way to the end of the platform and staff will lead them out of the station. Gates into these platforms open 10 minutes before the train is expected to arrive. The station was modernised in 2006 with additional safety features. In 2011-12, the station was made step-free, in preparation for the Olympics. A step-free route was provided between the station entrance and platforms 1 and 2 for the first time, with the installation of two new lifts and a stair lift. The toilets were refurbished to make them fully accessible. Platforms 1 (Watford) and 2 (Euston) are the only wheelchair accessible platforms. The station has payphones, and a waiting room but no toilets.
Connections: National Rail. Bakerloo Line. London Buses routes 18, 79, 83, 92, 182, 204, 223, 224, 297 and H17 and night route N18 serve the station.