The idea of constructing a steel railway towards Yaroslavl largely belonged to the mathematics professor at Moscow State University, Fyodor Chizhov, who later became a prominent theorist of industrial and commercial development in Russia. To create the first Russian private railway from Moscow to Sergiev Posad, he attracted a group of Moscow merchants. A significant role in this project was played by merchant Ivan Fyodorovich Mamontov, the father of the well-known patron Savva Mamontov.

In 1859, Emperor Alexander II approved the decision to build a railway from Moscow to Sergiev Posad with the condition that it would be extended to Yaroslavl within three years, as the railway only to Sergiev Posad was considered a "luxury" and could not bear a serious transport load.

Choosing a location for the station was not easy. Options were considered near the Sukharev Tower and the Krestovskaya Gate, as well as the possibility of sending trains from the station of the Petersburg-Moscow railway. Ultimately, it was decided to build the station at Kalanchovskaya Square.

The initial design of the station was developed by architect M.Yu. Levestam, but his project was not approved. The final project was created by architect R.I. Kuzmin. It was a small two-story building with a tower in the center, reminiscent of the station of the Petersburg-Moscow railway. The station was a dead-end, with separate platforms for the arrival and departure of trains. The Trinity Railway opened in 1862. Metropolitan Philaret was invited to consecrate the station, who saw the railway and train for the first time. A locomotive made several maneuvers around the station especially for him.

In the early 1870s, with the extension of the railway to Yaroslavl, the station was rebuilt. The facade facing Kalanchovskaya Square was preserved, but the side wings were raised, creating a disharmonious composition.

In 1898 and 1899, the railway was extended to Arkhangelsk, and the station became cramped. Architect L.N. Kekushev developed a new reconstruction project, and then architect F.O. Shekhtel gave the station a completely new appearance. The facade was designed based on the pavilion of the Russian North, created by artist K.A. Korovin for the Nizhny Novgorod Fair in 1896. The building incorporated elements of ancient Russian architecture, reworked by Shekhtel. The high roof, wide frieze of glazed tiles, majolica inserts, and other elements create a unique epic image. The towers of the station are well-placed, providing different perceptions of the building from various points of Kalanchovskaya Square.

Since 1907, the station has been called Northern. On June 20, 1929, the first Moscow electric train departed from it.

In 1966, the station acquired its modern appearance, preserving elements of the original building and later reconstructions. Inside, massive columns that once stood on the train departure platform have been preserved.