The headhouse, located at the 4th Street entrance, was designed by architect Charles Sumner Frost and is neoclassical in style.

The current structure was started in 1917 but was not completed until 1923 because World War I forced construction to halt for several years.

During its heyday, the depot hosted the passenger trains of nine railroads, and more than 20 million pieces of mail passed through the station to the neighboring St. Paul Central Downtown Post Office annually.

After making a "Dawn-to-Dusk Dash" from Chicago to Denver, Colorado, the CB&Q's interest soon turned to the Twin Cities run.

The first locomotive to run in Minnesota, the William Crooks, was displayed at the depot from 1955 until the station's 1971 closure, after which it was moved to the Lake Superior Railroad Museum in Duluth.

The Milwaukee Road's Hiawatha and the Burlington Route's Twin Cities Zephyr were introduced with 6½ hour service a few months later at the same time, and C&NW matched their schedules.

[9][11] The Burlington Zephyrs were the first streamlined diesel-electric trains to serve the Twin Cities, and originally ran in an articulated configuration.

[13] In the 1950s, the federal government began imposing stricter rules for high-speed operation, and expensive advanced signaling was installed along the routes to the Twin Cities, though trains generally traveled a maximum of 90 to 100 mph (140 to 160 km/h).

[14] Area boosters had long hoped that trains would return to the Union Depot, and plans gathered steam as the Blue Line light rail project in Minneapolis drew toward completion.

It began to be used for staging semi-trailer trucks carrying mail to and from the neighboring Downtown St. Paul Central Post Office as well as USPS employee parking.

A driveway ramp was sliced into the train deck at the intersection of Kellogg Boulevard and Broadway Street for USPS vehicles.

[19] In 2010, USPS moved most of the truck operations to a bulk mail processing center in Eagan, Minnesota, making way for rehabilitation of the depot as a rail hub.

The USPS ramp cut all the way across the train deck and blocked the ability for tracks to be installed, so the ramp was modified during restoration to make a roughly right-angle turn to access new bus platforms on the north end of the train deck while freeing up room for a few tracks to be restored on the south end.

[16][17][18] The first Amtrak train to service Saint Paul Union Depot was the westbound Empire Builder on May 7, 2014, with its eastbound counterpart stopping the next day.

Milwaukee Road 261 and some historic passenger cars, decorated as the "North Pole Express" ran short excursions to and from the depot.

On December 9, 2017, Metro Transit and BNSF operated a "free to ride" Northstar Holiday Train between Big Lake and St. Paul Union Depot.

Those in attendance are treated to model train layouts, indoor and outdoor exhibits, memorabilia vendors, photography events, and railroad equipment displays, some of which are open to public touring on the platform.

[29] Service returned to the Union Depot from Midway in 2014 after it was delayed for almost two years from the depot's initial grand re-opening in 2012 due to negotiations with the owners of the railroads (Canadian Pacific Railway, BNSF Railway, and Union Pacific Railroad) in the area[30] and the construction of new complex signals on the Merriam Park Subdivision.

[33] While the Union Depot is the eastern terminus of service, the tracks continue beyond the station to the line's maintenance facility.

Bus rapid transit (BRT) has been selected for the Rush Line Corridor between St. Paul and White Bear Lake.

The Gateway Corridor (now called the Gold Line) is also planned to be bus rapid transit and will operate between St. Paul and Woodbury.

The Riverview Corridor is planned to be a LRT/modern streetcar hybrid operating between St. Paul Union Depot and Mall of America.

Numerous existing freight rail lines branch out from St. Paul Union Depot and could be upgraded and utilized by regional passenger trains.

Currently MnDOT has studied regional rail from St. Paul Union Depot to Mankato, Northfield, and Minneapolis (continuing further west as a through-service).

However, beginning on May 21, 2024, Amtrak extended a Hiawatha train from Milwaukee to St. Paul as the Borealis, providing additional daily service between Union Depot and Chicago.

The Midwest Regional Rail Initiative (MWRRI), led by the Wisconsin Department of Transportation, has proposed a link to the Twin Cities running at up to 110 mph (180 km/h).

Others including the French national railway SNCF, which operates the TGV network, have proposed trains running at up to 220 miles per hour (350 km/h).

The concourse and the waiting room that extends out to the platforms, where trains once rolled in, is considered to be one of the great architectural achievements in the city.