Kursky railway station opened for passengers in 1896. The newspapers had announced that the old Nizhny Novgorod station would be closing and all trains in the Nizhny Novgorod direction would depart from the new Kursky railway station. The station building was symmetrical with while columns, two porticos, and two domed towers. It was designed by architect N. Orlov. The right wing of the station serves trains in the Nizhny Novgorod (Gorky) direction, while the left wing serves trains in the Kursk direction.

A new part of the station building was built and put into operation in 1972. It was designed by Igor Yavein, a leading Soviet expert in the construction of railway stations. The station complex was overhauled in 2008. It includes a passenger building with an original architectural design, ten passenger platforms, pedestrian tunnels, waiting rooms, storage lockers, baby changing facilities, a well-maintained station area, reference and information equipment, and utility rooms (control rooms, inventory warehouses, etc.).

Kursky railway station is the passenger terminal of the Moscow-Passazhirskaya-Kurskaya station. Express trains, passenger trains, and suburban electric trains (commuter trains) depart from this station in two main directions: Kursk and Nizhny Novgorod.

Since November 21, 2019, Line D2 trains of the Moscow Central Diameter have run in transit through Kursky railway station on the Nakhabino – Podolsk – Nakhabino route.

In 2018 – 2019, renovations were carried out in lounges 4, 5, and 6, modernizing the lighting points and updating the seating areas.

Renovations of the restrooms and sanitary areas were carried out in 2019 – 2020.

January 2020 saw the pilot launch of new-format automatic storage lockers, the improvement of 5148 square metres of station area, the replacement of the asphalt pavement, the planting of greenery, and the introduction of kick-sharing and bike-sharing services.

In February 2021, the Comfort Lounge was launched where the old VIP Lounge used to be. In 2021, Kursky Railway Station entered the Top 10 European railway stations, ranking sixth according to the Consumer Choice Center international NGO. The rating considers several factors: passenger volumes; wheelchair and restroom accessibility; in-station information; shops/kiosks; restaurants/takeaway; means of transportation, and others.

The transport hub is currently undergoing station-wide modernization. Technological work will continue for three years, and should be completed by the time Line D4 of the Moscow Central Diameter launches operations. The Kiev – Gorky route is expected to be launched by 2024. The modernization of the station includes the construction of an underground concourse, a comfortable and spacious area for passengers that will allow the territory of the station to be used in the most optimum manner to service suburban (commuter) rail routes. The concourse will be equipped with escalators and lifts. It will also be fully wheelchair accessible and adapted to the needs of people with limited mobility. The concourse will be connected to the main station building via existing tunnels nos. 1 and 3. Passengers will be able to get from the station to the metro (underground/subway) more quickly and conveniently. Escalators and lifts will be conveniently placed to take passengers directly to the platforms. The platforms too will be completely re-equipped. Construction of two new island platforms is already under way. New canopies will be installed over these platforms to protect them from the sun, rain, snow, and wind.