The Fort Worth and Rio Grande Railway built the first rail line into Brady in 1903. Eight years later the Gulf, Colorado and Santa Fe Railroad constructed a second line into town. This depot, built in 1911, was designed for passenger use for both railways. After 1946, it also was used for freight service. Prominent features of the depot include the corbeled brickwork, segmented arches, the red tile roof, and a parapet over the observation bay.