The railway from Moscow to the village of Savyolovo on the Volga was built at the initiative of Savva Mamontov, chairman of the Board of the Moscow-Yaroslavl-Arkhangelsk Railway. It was planned to extend it to Uglich, Kalazin, and Rybinsk to connect the river trade route along the Volga with Moscow. Mamontov, along with Finance Minister S.Yu. Witte, understood that in the first years the line would not be profitable but considered it strategically important for the development of the northern regions of Russia.

Construction began from the Losinoostrovskaya station of the Moscow-Yaroslavl-Arkhangelsk Railway to the Beskudnikovo station, from where the Savyolovskaya road began.

The station was started on the outskirts of Moscow, near the Butyrskaya barrier, where land was cheap. The completion of construction was planned for the winter of 1899, but work unexpectedly stopped. The Moscow-Vindava Railway proposed to buy the Beskudnikovo site, Savyolovo, and build the station elsewhere. However, in the summer of 1900, the Moscow-Yaroslavl-Arkhangelsk road was purchased by the state, the deal did not go through, and the construction of the station continued at the original site.

The works were overseen by engineer A.S. Sumarokov, who may have been the author of the station's design. The station building was single-story, with a two-story central part. Construction was completed in 1902. Before this, trains departed from Yaroslavsky Station and transferred to the Savyolovskaya railway via the connecting line Beskudnikovo, Losinoostrovskaya. The opening of train services from the new station, named Butyrsky, took place on March 10 (23), 1902. The station became the newest in Moscow.

In 1900, the Moscow City Duma, realizing the significance of the station and anticipating a rise in prices for adjacent lands, changed the boundaries of Moscow and the Moscow district, incorporating the station into the city.

Savyolovsky Station has always been considered the quietest, and the Savyolovsk direction, the least populated. Ilf and Petrov in "The Twelve Chairs" mention that the smallest number of people arrives in Moscow through Savyolovsky Station: shoemakers from Taldom, residents of Dmitrov, workers from the Yakhroma factory, and summer residents from Khlebnikovo. The trip to Moscow along this line takes little time, the maximum distance being one hundred thirty versts.

Over time, the station became cramped for the increasing flow of passengers. From there, one could travel to Rybinsk, Uglich, and St. Petersburg (via Sonkovo), but the journey to Petersburg took a day due to the underutilized single-track lines. In 1987, the reconstruction of Savyolovsky Station began, after which it became two-story while retaining its appearance. In 1999, all long-distance trains were transferred to Belorussky Station, and the question of closing Savyolovsky was discussed.

Today, Savyolovsky Station is the only one in Moscow serving only suburban electric trains. In 2004 and 2010, it served express trains to Sheremetyevo Airport.