Named after the Wannsee district, which takes its name from the lake Großer Wannsee.
The Großer Wannsee, a bay of the Havel, was once called Wannensee. The station opened in 1874 with the Wannseebahn under the name Wannensee and was renamed Wannsee in 1878. The district only took the name in 1898, when the rural municipality of Stolpe, named after the medieval village that is the district's oldest core, was renamed Wannsee.