This two-story depot is the oldest extant train station in Washington. It was built the by the Oregon Railway & Navigation Company in 1881 in the Stick/Eastlake style. Operated by the Dayton Historical Society, it holds thousands of photographs and other items including furniture and memorabilia. A kiosk outside the building features a display about local history. There is also a caboose donated to the museum by Union Pacific that is open during special events. The depot was placed on the National Register of Historic Places in 1974.
The depot officially closed in 1972. Union Pacific donated it to the historical society in 1975, a year after the historical society was founded. The museum opened in 1981.