Named after Olympia, the exhibition centre built beside the station in the 1880s.
Planned as the National Agricultural Hall, it was branded Olympia even before it opened, presumably in homage to the Olympic city of ancient Greece. Kensington appears in the Domesday Book of 1086 as Chenesitone, the homestead of a Saxon called Chenesi or Cynesige. The station was Kensington Addison Road from 1868 until 1946.