The station is located beneath Portcullis House at the corner of Bridge Street (A302) and Victoria Embankment (A3211). The station is adjacent to Westminster Bridge and across the road from the Houses of Parliament.
Westminster Bridge station served as the eastern terminus of the MDR until the company opened an extension to Blackfriars on 30 May 1870.
On 1 February 1872, the MDR opened a northbound branch from its station at Earl's Court to connect to the West London Extension Joint Railway (WLEJR, now the West London Line) which it connected to at Addison Road (now Kensington (Olympia)). From that date the "Outer Circle" service began running over the MDR's tracks. The service was run by the North London Railway (NLR) from its terminus at Broad Street (now demolished) in the City of London via the North London Line to Willesden Junction, then the West London Line to Addison Road and the MDR to Mansion House - the new eastern terminus of the MDR.
From 1 August 1872, the "Middle Circle" service also began operations through Westminster running from Moorgate along the MR's tracks on the north side of the Inner Circle to Paddington then over the Hammersmith & City Railway (H&CR) track to Latimer Road then, via a now demolished link, to the West London Line to Addison Road and the MDR to Mansion House. The service was operated jointly by the H&CR and the MDR.
On 30 June 1900, the Middle Circle service was withdrawn between Earl's Court and Mansion House.
In 1907, the station was given its present name to avoid confusion with the recently opened Bakerloo Line station "Westminster Bridge Road" (now Lambeth North). On 31 December 1908 the Outer Circle service was also withdrawn.
In the 1920s, a new side entrance from Victoria Embankment was designed by Charles Holden. This is believed to be the architect's first project for the London Electric Railway (the main forerunner of London Transport and Transport for London). The station also underwent a refurbishment with new tiling in the green, blue, black and white tiling scheme used for the reconstruction and extension to Morden of the City & South London Railway (now the Northern Line) also designed by Holden and opened between 1924 and 1926.
In 1949, the Metropolitan Line operated Inner Circle route was given its own identity on the tube map as the Circle Line.
As part of the Jubilee Line extension the station was completely reconstructed to designs by Michael Hopkins & Partners. During the reconstruction, a vast, 39 metre (127 foot) deep void was excavated underneath the old station to house the escalators, lifts and stairs to the deep-level Jubilee Line platforms. This made it the deepest ever excavation in central London. One of the most difficult problems the engineers faced was to construct the station around the Circle and District line tracks, which continued in service throughout the construction. The tracks had to be lowered by 300 millimetres (1 foot), an operation achieved a few millimetres at a time during the few hours each night that the system was closed. The station was by far the most complex in terms of engineering of any of those on the Jubilee line and it was the last to open, on 22 December 1999. Portcullis House above the station, by the same architect, was carried out in parallel with station works. Nothing of the old station remains.