The Cheyenne Depot Museum is a railroad museum in Cheyenne, Wyoming, United States. It is located inside the 1880s Union Pacific Railroad depot. A National Historic Landmark, the station was the railroad's largest west of Council Bluffs, Iowa, and a major western example of Richardsonian Romanesque architecture.

The museum, founded in 1993, interprets Cheyenne's early history and that of the construction of the Union Pacific Railroad. It houses multiple exhibits and occasionally offers tours of other railroad facilities.

The station is built from blocks of sandstone quarried in Fort Collins, Colorado. The Depot was built directly down the street from and facing the Wyoming State Capitol building, signaling its significance to the city and state.

The building was lengthened and renovated in 1922 and redecorated in 1929. Further renovations were made from 2001 to 2006, including a $6.5 million improvement by the city of Cheyenne and a plaza built in front of the Depot. This plaza hosts a variety of music and events throughout the year.

Amtrak's San Francisco Zephyr ceased serving this station directly in 1979 in favor of a new station in Borie, nine miles to the west. This eliminated a time-consuming backup move in and out of the Cheyenne station. Passengers were bused between Borie and Cheyenne. Passenger rail service ended altogether in Wyoming when Amtrak canceled its Pioneer in 1997.

As of 2022, a new train service is proposed to connect Cheyenne and Pueblo, Colorado.

The Old West Museum and Cheyenne Frontier Days made an agreement that established the Cheyenne Depot Museum, Inc., as a 501(c)3 non-profit organization. The organization leased the depot from the city of Cheyenne for 25 years.

• 
  2011 photo of the depot
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  The nearby roundhouse where the Union Pacific Railroad stores its historic steam locomotives and E9 diesel locomotives.
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  UP's nearby machine shop, where it services its steam locomotives.

• Union Pacific 844
• Union Pacific 3985
• Union Pacific 4014
• Union Pacific 6936
• Cheyenne Frontier Days
• Cheyenne Frontier Days Old West Museum
• List of National Historic Landmarks in Wyoming
• National Register of Historic Places listings in Laramie County, Wyoming

• Cheyenne Depot Museum Website
• The Rotary Steam Plow # 900082 in Cheyenne
• Union Pacific Depot National Historic Landmark Archived June 15, 2011, at the Wayback Machine at the Wyoming State Historic Preservation Office
• Union Pacific Roundhouse Turntable and Machine Shop Archived June 15, 2011, at the Wayback Machine at the Wyoming State Historic Preservation Office
• Union Pacific Passenger Station, 121 West Fifteenth Street, Cheyenne, Laramie, WY at the Historic American Buildings Survey (HABS)