The Missouri-Kansas-Texas Railroad — universally known as the Katy — made Sedalia. The town was platted in 1860 as a railhead and at one point three railroads converged here. The 1896 Katy Depot, a long, low brick building in the Romanesque Revival style with a distinctive porte-cochère, was the busiest of the three. It closed when the Katy abandoned the line in 1986 and was restored in the early 2000s.
Today it houses the Sedalia Area Chamber of Commerce visitor centre and a small railroad museum, and serves as the trailhead for the Katy Trail — the 240-mile rail-trail that follows the old Katy right-of-way across Missouri. Cyclists riding the trail end-to-end usually pause here for the longest stretch of services on the whole route.