The railway line reached Penrith in 1863 and was extended into the Blue Mountains in 1867. The original station was erected in 1863, to be replaced by a brick and stone building in 1880. Another brick building was erected on the up side in 1890. For many years, Penrith was the main engine changing depot before the climb into the mountains. At one time, it was the third largest locomotive depot in NSW.
