While the Milky Way Nuclear star cluster has been studied extensively, how it formed is uncertain. Studies have shown it contains a solar and supersolar metallicity population that may have formed in-situ, along with a subsolar metallicity population that may have formed via mergers of globular clusters and dwarf galaxies. Stellar abundance measurements are critical to differentiate between formation scenarios. We present new measurements of [M/H] and α-element abundances [α/Fe] of two subsolar-metallicity stars in the Galactic Center. These observations were taken with the adaptive- optics assisted high-resolution (R=24,000) spectrograph NIRSPEC in the K-band (1.8 - 2.6 micron). These are the first α-element abundance measurements of sub-solar metallicity stars in the Milky Way nuclear star cluster. We measure [M/H]=−0.59±0.11, [α/Fe]=0.05±0.15 and [M/H]= −0.81±0.12, [α/Fe]= 0.15 ± 0.16 for the two stars at the Galactic center; the uncertainties are dominated by systematic uncertainties in the spectral templates. The stars have an [α/Fe] in-between the [α/Fe] of globular clusters and dwarf galaxies at similar [M/H] values. Their abundances are very different than the bulk of the stars in the nuclear star cluster. These results indicate that the sub-solar metallicity population in the Milky Way nuclear star cluster likely originated from infalling dwarf galaxies or globular clusters and are unlikely to have formed in-situ.