On 20 July 1837, the
London and Birmingham Railway line opened, and in 1842 this station opened as "Sudbury". It was later renamed to "Sudbury and Wembley" in 1882, and then again to "Wembley for Sudbury" in 1910, coinciding with the construction of the
LNWR New Line.
Bakerloo line services over the New Line began on 16 April 1917. In 1936 street level buildings were reconstructed with a shopping arcade, and in 1948, further work took place in preparation for the
Olympic Games at Wembley Stadium. The station was renamed again on 5 July 1948, this time to "Wembley Central", the name that is still in use. Station Square was constructed by
Ravenseft Properties Limited in 1965, taking the form of a concrete raft over the station (see also
Stratford Centre), providing most of the current station layout.
Bakerloo line services were withdrawn on 24 September 1982, but later reinstated on 4 June 1984. In November 2007, station management transferred from
Silverlink to
London Underground. The 1936 and 1948 surface buildings were being demolished in June 2008 in preparation for redevelopment.
Southern services between
Milton Keynes and
East Croydon began here in February 2009, with an off-peak service pattern of one train per hour per direction on Monday to Saturday.
London Midland services between
London Euston and
Tring were introduced in December 2014, also with an off-peak service pattern of one train per hour per direction on Monday to Saturday, but this was later withdrawn in December 2022 by
London Northwestern Railway. ==Accidents and incidents==