The first railway station in Moscow was built in the late 1840s based on the design of the famous architect Konstantin Ton. The opening of train services on the Petersburg-Moscow railway took place on November 1, 1851.

The station was designed in the Russian-Byzantine style, characteristic of Ton's works, such as the Armory Chamber, the Grand Kremlin Palace, and the Cathedral of Christ the Savior. The architectural elements of the station echoed the constructions of the Petersburg-Moscow railway, creating a unified ensemble.

The station was a terminus: its central part faced Kalanchovskaya Square, behind which were the tracks and platforms covered by a metal landing stage. From the square, the landing stage was concealed by the station's facade. The two-story central part was topped with a tower featuring a clock, designed in the style of Western European town halls and the City Duma tower in Petersburg. The central area housed waiting rooms, while along the tracks were passenger lounges of different classes, luggage compartments, and rooms for the imperial family. Before a train's departure, three bells rang: the first invited passengers to take their seats, the second announced the end of boarding, and the third signaled departure.

In 1855, the station and the railway were named Nikolayevsky in honor of Emperor Nicholas I, who initiated the construction of the railway between Saint Petersburg and Moscow.

In the 19th century and the first half of the 20th century, the station underwent no significant changes, except for minor renovations and reconstructions. An exception was the change of name: from 1923 it became October Station, and from 1937, Leningrad Station.

In 1974, the station underwent its first major reconstruction: a large passenger hall was built in place of the landing stage, new ticket halls and other facilities were added. Only the part of the building facing Kalanchovskaya Square remained untouched.

Leningrad Station is the only one in Moscow that does not belong to the Moscow Railway and is still under the jurisdiction of the Saint Petersburg railway, just as it was a century and a half ago.