Named after Pudding Mill Lane, which recalls a lost stream, the Pudding Mill River.
The river, a minor tributary of the Lea, took its name from St Thomas's Mill, an ancient water mill believed to date back to 1200 and commonly known as the Pudding Mill – probably because of its shape. The old mill was demolished in the 19th century. The river was filled in in 2007, and the Olympic Stadium was built over it.