The Southern Pacific Railroad built the depot in 1907. Its architect, Daniel J. Patterson, also designed other depots in the era, including the station in San Antonio.
In 1998 the city bought the whole depot property from the Union Pacific Railroad, which had absorbed the Southern Pacific. Restoration was finished in 2004, bringing the main building and three others back to their 1941 Spanish Colonial Revival look.
The restored station has stuccoed brick walls, red clay roof tiles and colorful decorative tilework in the waiting room. The Southern Arizona Transportation Museum is in the old records vault, and the Old Pueblo Trolley reached the depot in 2009.