The Westchester Avenue station was constructed in 1908 to expand commuter rail service into the Bronx, Westchester County, and Connecticut by the New York, New Haven, and Hartford Railroad (NY, NH & H). Architect Cass Gilbert, who had recently completed the lauded U.S. Custom House in Lower Manhattan, was tasked with designing 12 stations, though not all of the proposed stations were built.

The Westchester Avenue station consisted of three sections: a tall, central entry hall, a shorter waiting room suspended over the tracks to the east, and a small west porch. The entrance is ornamented with glazed, polychrome terra cotta. In his later 1910 design of the Woolworth Building, Gilbert again utilized terra cotta detailing.

Several factors hampered the success of commuter service on this line: the amount of debt incurred during the expansion, a terminus in the Bronx not Manhattan, and later competition with less expensive subway service. The NY, NH, and H discontinued service to local stations in 1931 although a subsidiary, the New York, Westchester, and Boston rail lines, continued to make scheduled stops. Both railroads eventually declared bankruptcy and on December 31, 1937, the last train stopped at Westchester Avenue.

Amtrak now owns the property, which operates a portion of the Northeast Corridor in the right-of-way. Amtrak lists the asset as a “structure in need of demolition.” The trackside platforms and stairs have been removed. The west porch was demolished, and replaced by an exit from the Sheridan Expressway. Graffiti removal has bleached the colors from the terra cotta on the lower part of the entry hall, which is not to say that the building is free of graffiti. Ivy often covers much of the structure.

The Westchester Avenue station is neither listed on the National Register of Historic Places nor is it a New York City landmark, though local community activists hope to restore and repurpose the building.