Cheyenne Depot Museum

The Cheyenne Depot Museum is a railroad museum in Cheyenne, Wyoming. It is located inside the historic Union Pacific Railroad depot, built in the 1880s. The depot, a National Historic Landmark, was the railroad's largest station 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 hosts an annual Steam Train Excursion in July, and Depot Days, during which tours are offered of other railroad facilities.