The Chicago, Milwaukee & St. Paul (Milwaukee Road) Railway Passenger Depot was the final passenger depot to be constructed by the Milwaukee Railroad. The railway depot was designed by A. O. Lagerstrom and built in 1927. The building is divided into three sections: the passenger depot station, the breezeway and the baggage/freight station. Each section has its own distinct appearance and style. The depot's eclectic design features Mediterranean, Georgian Revival, Prairie School, and Chicago Commercial influences.

The railroad played a vital role in the city of LaCrosse. It was a needed connection across the Mississippi River to points as far west as Seattle. By 1886, the basic rail patterns were established in LaCrosse. The expansion of the railroad into LaCrosse made the city an important destination and stopping point. The 1878 Milwaukee Railroad depot in downtown LaCrosse was destroyed by fire on Christmas Eve, 1916. Temporary depots were set up until the construction of the CM&StP Railway Passenger Depot.

Railway passenger traffic was successful from the start and it continued to thrive through the 1930s and 1940s. More than 75 percent of travel was made by railway. Despite improvements, railway traffic began to decline after WWII and continuously dropped until Amtrak took over in 1971. That year the CM&StP Railway Passenger Depot became the LaCrosse Amtrak Depot.

The depot is one of the last remaining examples of railroad-related architecture in the city and represents the early twentieth century evolution of rail transportation. The depot is still used and is open to the public during daily business hours.