Located on the south side of Bernina Pass, Alp Grüm is the last station on the line in the Romansh speaking part of Switzerland. It serves the hamlet of Alp Grüm, which, except in summer, is accessible only from the railway. The section of line between Ospizio Bernina and Poschiavo, on which the station is located, was opened on 5 June 1910 by the Bernina Railway Company.
During construction of the Bernina Railway, Alp Grüm was created as a crossing loop. The current station building, together with its buffet and hotel, was opened in 1926.