The Hartford & New Haven Railroad Freight Depot building is located at the end of Central Street in Downtown Windsor, Connecticut, across the street from the equally historic Hartford & New Haven Railroad Depot, which now serves as an Amtrak station. It is a long, two-story brick structure with a largely utilitarian design; there are decorative round wagon-wheel windows in the gables. It was built circa 1870 by the Hartford and New Haven Railroad to handle freight traffic. It was listed on the National Register of Historic Places in 1988.