The station was opened, along with the rest of this section of the Kyŏngŭi Line, on 5 November 1905.
After the bridge across the Yalu River was opened on 1 November 1911, connecting Sinŭiju to Dandong, China, Yŏmju station became a stop for international trains to and from Manchuria. It is still a stopping point for international trains between P'yŏngyang and Beijing.
When the Kyŏngŭi line was opened, the mainline followed the route of the current Paengma Line; after the nationalisation of the railways in 1945, the Yŏmju–Ryongch'ŏn–Namsinŭiju line was reclassified as the mainline of the P'yŏngŭi line, while the line via Paengma was designated a secondary line.