Varėna railway station was built in 1862 during the construction of the St. Petersburg-Warsaw railway, between the Marcinkonys and Valkininkai stations. The station was built 5 versts south of the Old Varėna town, 7 versts south of the Old Varėna railway bridge. It was a class III railway station, the passenger station building was wooden. In 1895, after the construction of the Varėna-Alytus railway branch to the Poteronys station, Varėna station became a railway junction. In 1912–1917, the Russian railway development plan included the Varėna-Lida section, but it was not implemented due to the war.
In early October 1920, fierce fighting between Polish and Lithuanian soldiers took place at the Varėna railway station, and the Lithuanian military aviation bombed the station, which belonged to the Poles, several times. However, the Poles held out and the station, together with the surrounding town of Varėna, belonged to Poland until the autumn of 1939.
At the end of World War I, after the destruction of the first wooden station building, a new, brick one was built, which was completely destroyed during World War II. The current brick station was built in the middle of the 20th century.