Sedalia station, also known as the Katy Depot, is a historic train station located at Sedalia, Pettis County, Missouri. It was built in 1895 by the Missouri, Kansas and Texas Railroad. It is a 2 1/2-story, Romanesque Revival style red brick building on a limestone foundation. It has a two-story, modified octagonal primary facade, slate-covered hip roofs, and a broad encircling gallery. The station closed to passenger traffic in May 1958. The building houses the Sedalia welcome center.