The Muswell Hill Railway (MHR) opened the station on 24 May 1873 as the intermediate station on its line from the Great Northern Railway (GNR) station at Highgate to Alexandra Palace station to coincide with the opening of Alexandra Palace. The station name, originally "Alexandra Park (Muswell Hill)", was changed to the final form in 1875. The other intermediate station on the line, Cranley Gardens, did not open until 1902. In 1911 the line was taken over by the GNR. The 1921 Railways Act created the Big Four railway companies, and in 1923 the line became part of the London & North Eastern Railway (LNER).