
The station was 30 feet (9.1 m) higher than the old one. The new station was built atop the old open cut and directly under the new Park Avenue Viaduct. On October 15, 1897, a spacious new station in Harlem was opened at 125th Street, replacing a small station in the old Park Avenue open cut located between 125th Street and 126th Street. The railroad had threatened to eliminate the 125th Street stop after neighboring property owners threatened to sue and successfully delayed construction. The 110th Street, 125th Street and Mott Haven stations were to be elevated as part of the project. Since the line was to be raised on a viaduct, the stone viaducts and the bridges crossing it could be removed.

Between 115th Street and 130th Street, the viaduct was set to replace the open cut structure completed in 1875. Between 110th Street and 106th Street, the steel viaduct was to be placed atop the preexisting masonry retaining walls and fill. The Park Avenue Line's grade had to be raised to reach the higher bridge, and as a result, a new four-track steel viaduct was built between 132nd Street and 106th Street. Due to political pressure, it had to raise the grade of its line north of 115th Street on a viaduct, raising the project's cost significantly.

To remedy the situation, the Central opted to raise the bridge to 24 feet (7.3 m) above the water for $300,000. In 1888, the United States Department of War began work on the Harlem River to allow for unrestricted shipping activity between the Hudson River and the East River and through the new Harlem River Ship Canal at 225th Street. That station was demolished to make way for the open cut. The original station on the site was built in 1844, when the trains ran at grade-level on what is now Park Avenue. It replaced an earlier one that was built in 1874 when the New York Central and the New York, New Haven & Hartford Railroad, the ancestors of today's Metro-North, moved the tracks from an open cut to the present-day elevated viaduct. The current station was built in 1896–97 and designed by Morgan O'Brien, New York Central and Hudson River Railroad principal architect. Trains leave for Grand Central Terminal, as well as to the Bronx and the northern suburbs, regularly. It is the only station besides Grand Central Terminal that serves all three lines east of the Hudson River.

The station also serves as an important transfer point between the Metro-North trains and the New York City Subway's IRT Lexington Avenue Line ( 4, 5, 6, and trains) for access to the Upper East Side of Manhattan. It is located at East 125th Street and Park Avenue in East Harlem, Manhattan, New York City. The Harlem–125th Street station is a commuter rail stop serving the Metro-North Railroad's Hudson, Harlem, and New Haven Lines. See Park Avenue main line#Line description.
