Costco – Wembley – Opening Hours & Store Details Costco is located in a good place at 30 Second Way, about a 1.47 mile drive east from the centre of Wembley, in Wembley Park (a few minutes walk from Wembley Stadium and Wembley Park Station). The store is handy for the people of Wembley Town Centre, Hazelwood Court, Preston, Grange Court, Windermere Court, North Wembley, Roundwood Estate and North Circular Business Park. Please note the various sections on this page for specifics on Costco Wembley, including the hours of operation, local map, telephone number and other information.