This paper reports the observation of the decays $B_{(s)}^{0}\to D_{s1}(2536)^{\mp}K^{\pm}$ using proton-proton collision data collected by the LHCb experiment, corresponding to an integrated luminosity of $9,\mathrm{fb}^{-1}$. The branching fractions of these decays are measured relative to the normalisation channel $B^{0}\to \overline{D}^{0}K^{+}K^{-}$. The $D_{s1}(2536)^{-}$ meson is reconstructed in the $\overline{D}^{}(2007)^{0}K^{-}$ decay channel and the products of branching fractions are measured to be $$\mathcal{B}(B_{s}^{0}\to D_{s1}(2536)^{\mp}K^{\pm})\times\mathcal{B}(D_{s1}(2536)^{-}\to\overline{D}^{}(2007)^{0}K^{-})=(2.49\pm0.11\pm0.12\pm0.25\pm0.06)\times 10^{-5}, $$ $$\mathcal{B}(B^{0}\to D_{s1}(2536)^{\mp}K^{\pm})\times\mathcal{B}(D_{s1}(2536)^{-}\to\overline{D}^{}(2007)^{0}K^{-}) = (0.510\pm0.021\pm0.036\pm0.050)\times 10^{-5}.$$ The first uncertainty is statistical, the second systematic, and the third arises from the uncertainty of the branching fraction of the $B^{0}\to \overline{D}^{0}K^{+}K^{-}$ normalisation channel. The last uncertainty in the $B_{s}^{0}$ result is due to the limited knowledge of the fragmentation fraction ratio, $f_{s}/f_{d}$. The significance for the $B_{s}^{0}$ and $B^{0}$ signals is larger than $10,\sigma$. The ratio of the helicity amplitudes which governs the angular distribution of the $D_{s1}(2536)^{-}\to\overline{D}^{}(2007)^{0}K^{-}$ decay is determined from the data. The ratio of the $S$- and $D$-wave amplitudes is found to be $1.11\pm0.15\pm 0.06$ and its phase $0.70\pm0.09\pm 0.04$ rad, where the first uncertainty is statistical and the second systematic.