Kazlų Rūda railway station is the oldest surviving building in Kazlų Rūda. The station was built in 1861 within 2 km from the former village of Kazlų Rūda, near the Lentvaris-Virbalis railway.
In 1859, the Russians started building a railway from Kaunas to Kybartai. Wooden barracks were built for the workers in the thick forest. According to written sources, before the World War I, there were about 11 homesteads in Kazlų Rūda without the railway station building. The growth and development of the town began in 1923, when the Kazlų Rūda railway station was connected to Marijampolė, Kalvarija and Alytus, and in the same year, about 300 separate plots of land were formed for the development of the town. In the newspaper “Lietuva” (September 24, 1924, p.5), it was written that on Mondays and Thursdays, markets were held near the railway station, although the place was not the most convenient due to the small square and traffic jams on market days.