The Baudette Depot was constructed in 1923 by the Canadian National Railway and was later renovated through the efforts of the Depot Preservation Alliance. The renovation was dedicated on October 21, 2011, with recognition given to contractors Anderson and Hammack of Superior, Wisconsin, architects Collaborative Design Group of Minneapolis, Minnesota, major funders the Minnesota Department of Transportation and the Minnesota Historical Society, and alliance members and volunteers. The property was also placed on the National Register of Historic Places by the United States Department of the Interior.