As part of the Kowloon-Canton Railway Corporation's Ma On Shan Rail plans, Lee On station was to be constructed on undeveloped land at the end of the railway reserve running through Sha Tin New Town. The land was mostly flat and barren; it had previously been used as a borrow pit. Adjacent to the station facilities, a public transport interchange, a property development connected to the station and an access road would be constructed. Sai Sha Road would be realigned and its adjacent cycle tracks and footpaths would be reprovisioned.[1] The Chief Executive in Council authorised the Ma On Shan Rail project in October 2000,[2] and construction began on 12 February 2001.[3]
During planning and construction, the station was named "Lee On station", for its proximity to the Lee On Estate on its southwest.[4]
On 21 December 2004, Wu Kai Sha station officially opened for passenger service with the other KCR Ma On Shan Rail stations.[5] Initially, 4-car trains operated between Tai Wai and Wu Kai Sha, with a headway of every 3 minutes during peak hours. The journey from end to end took about 16 minutes.[6] The property development, the private housing estate Lake Silver, was completed in 2009.[7]
As part of the related works of the Shatin to Central Link project, work began in 2012 to retrofit Ma On Shan line stations to fit 8-car trains,[8] and automatic platform gates were installed at stations on the line beginning in November 2014.[9] The works were carried out at night, outside of the line's operating hours.[8] By 2015, the extension of the overrun viaduct and the roof over the platforms at Wu Kai Sha station had been completed.[10] The works on the Ma On Shan line were completed in December 2017, following the introduction of 8-car trains and the installation of platform gates at all stations.[8][11]
As part of the main works of the Shatin to Central Link project, the Ma On Shan line was extended to Kai Tak and rebranded the Tuen Ma line phase 1 on 14 February 2020;[12] the line was fully opened on 27 June 2021, when it was extended to Hung Hom and absorbed the West Rail line. Wu Kai Sha station remained the northeastern terminus of the extended line, the Tuen Ma line.[13]