Sedalia was founded in 1860 in anticipation of the arrival of the Pacific Railroad, for which it was the western terminal during the Civil War.

The line was completed west to Kansas City on September 19, 1865, leaving Sedalia as an intermediate station.

[2] In 1886, the MP constructed a two-story brick Queen Anne style station at a cost of $35,000.

[2] By 1971, the MP operated two daily round trips between Kansas City and St. Louis via Sedalia.

Sedalia was initially served by the daily New York–Kansas City Spirit of St. Louis (soon renamed National Limited) until October 1, 1979.

[5] In 2000, the nonprofit Sedalia Downtown Development, Inc (SDDI) purchased the station building from the Union Pacific Railroad.