The first Fort Davis Railroad Depot in Macon County was constructed in 1892, about the time the Savannah-Americus-Montgomery Railroad came through the community, and the current building was erected in 1904 after fire damaged the original depot. The depot operated from 1892 until 1975, when the railroad deeded it to the Fort Davis Historical Group, and for more than one hundred years it served as a cornerstone of the community and remained a well-known landmark for South Macon and north Bullock Counties as well as one of the last remaining structures of the Savannah-Americus-Montgomery Railroad. The community of Fort Davis was named for Fort Madison Davis, a local farmer, store owner, and first postmaster. The Savannah-Americus-Montgomery Railroad was built through the community in the late 19th century to create a direct route between Montgomery, Alabama, and Savannah, Georgia, a distance of 340 miles. After the railroad was completed, several members of the Cotton Valley community moved to be near it. The railroad operated in Fort Davis from 1892 to 1985, ceased operations there in January 1986, and its tracks were dismantled by the railroad company in 1987-1988.