The station was opened on 29 November 1844 by the Dublin & Drogheda Railway Company as Dublin Station, but was renamed ten years later as Amiens Street Station after the street on which it is located. Originally the station only served a single mainline to Drogheda, and only in 1853 did through services to Belfast commence. In 1891 the City of Dublin Junction Railway connected the station with Westland Row Station (now Pearse Station) on the city's south side. The C of D Jctn was a separate station known as Amiens St Junction and consisted of the present platforms 5,6 & 7 with a separate street entrance. After the amalgamation of the GNR (I) at the end of the 1950s this station became part of the overall Amiens St and the separate entrance fell into disuse. The C of D Jctn Rly. allowed services to run from Amiens St., through to Westland Row, and onwards to Rosslare and the Southeast. Services to Sligo were transferred to Westland Row (Pearse Stn) operating through the station non-stop in 1937, with the closure of Broadstone Station by CIÉ (see also MGWR). Services to Galway and Mayo also originated/terminated at Westland Row, operating through Connolly Station after 1937, running via Mullingar and Athlone. This was discontinued in the 1970s in favour of running services out of Heuston Station on the better quality Cork line. Passenger running between Mullingar/Athlone ceased completely in 1987. During the 1960s, Sunday trains to Cork, Limerick and Waterford operated from Connolly platforms 5, 6 & 7 (running through the Phoenix Park tunnel) to avoid the cost of opening Heuston (Kingsbridge) for the limited Sunday traffic demand at that time.
In 1966, the 50th anniversary of the Easter Rising, the station's name was changed to Connolly Station after Irish revolutionary and socialist James Connolly. At the same time, several other main stations in the Republic were renamed after patriots executed for their roles in the Rising.
At the commencement of DART services in 1984, the C of D Jctn Rly entrance was refurbished and reopened for commuter traffic.
During the late 1990s, Connolly Station was completely renovated and partially rebuilt. An entirely new station hall was built, the roof over Platforms 1-4 was replaced, and a new bar/cafe and shops were installed. The former DART/Suburban station entrance (C of D Jctn Rly entrance) and the secondary station hall built with the DART (further north on Amiens St) were again closed, but a new entrance on the International Financial Services Centre side was opened. In 2004, the Luas Red Line (to Tallaght) began serving the station. As part of the preparation for this, the ramp which had been a bus terminus was demolished and replaced with a 2-platform tram station connected to the main concourse by escalators and lift.