'Wembley' means the clearing of a Saxon called Wemba.
'Wemba lea' is first mentioned in a charter of 825; lea is Old English for a meadow or clearing. The station opened in the 1840s as Sudbury, then became Sudbury and Wembley in 1882 and Wembley for Sudbury in 1910 – names that show Wembley's growing importance. It was renamed Wembley Central in 1948, as the station was readied for the Olympic Games at Wembley Stadium.