The long-awaited opening of Paveletsky railway station happened with little fanfare. At 11am on September 1, 1900, a Blessing of the Waters ceremony was held at the station. The opening was attended by the chief construction engineer V. Timofeev, heads of departments, station staff, and businessmen – people who would later ship products from the station. Interestingly, the station was not ready when train services were launched on the Pavelets–Moscow line on January 19, 1900, and no trains arrived at or departed from it. Paveletsky railway station was formally opened for train traffic and passengers on September 1, 1900.

The station was built by Von Meck Joint Stock Company (under the supervision of chief architect Alexander Krasovsky).

The station was originally called Saratovsky railway station. The main reason for this was that Saratov was the largest hub on the Ryazano – Uralskaya railway Company network. It was only after the Second World War that the name Paveletsky railway station was officially approved and quickly adopted as a nod to the name of the city where the line originated.

Growing transportation volumes led Moscow Railway to order the reconstruction of Paveletsky railway station. The design of the new building was carried out by a team of architects from the Mosgiprotrans Institute (under the supervision of chief architect S. Kuznetsova).

In 1987, the reconstructed and significantly expanded Paveletsky railway station received its first passengers. The reconstruction work was performed by the Mostranstroy Trust. Architects A. Gurkov, S. Kuznetsova, and A. Vorontsova preserved the style of the original building. The vestibule of the Paveletskaya Metro Station on the Zamoskvoretskaya line was built into the new building.

Passengers were taken aback by the sheer amount of space inside the station, although this is a distinctive feature of traditional Russian architecture. The station building is long and sits rather low, with a prominent central entrance, which is taller and contains a triple-arched loggia and a central dome. The spacious new building is connected to the original station, which itself underwent renovation work, and represents a single station complex which can handle up to six times the volume it did before.

The main façade of the building is pierced by four through passages to the platforms, through which the space of the station square flows into the interior of the building and connects the city and the square with the railway tracks. The architects wanted the new station complex to combine three different periods of history. The appearance of the building as a whole is fashioned after the architectural style of the late 19th – early 20th centuries. The difficult war years can be seen in the contours of the ground-level vestibule of the Paveletskaya Radial Line metro station, which was built entirely into the new station. And finally, modern architectural trends tie these architectural snapshots of different periods together in the form of metal structures, floors suspended above the metro, and modern finishings. The walls of the passenger areas are clad in Koelginskoe Marble from the Ural Mountains, and the stairways, retaining walls, plinth, and floors are coated in Vozrozhdenie granite.

Further renovations have been carried out at Paveletsky railway station since 2000, altering the appearance of the station significantly inside and out.

The high-speed Domodedovo Aeroexpress service has been opened, allowing passengers to get to the airport in comfort.

On August 3, 2002, the first high-speed "Railway – airport" transport system in Russia was put into operation. The purpose of the project was to provide passengers with comfortable, reliable, safe, and convenient transport links between the big city and a major airport.