A one-story wooden station was first established by the Central at the spot in 1851 by the Hudson River Railroad, connecting New York City and Albany. It was replaced by the existing building, built in a combination of the Mission and Spanish Revival styles by Warren and Wetmore, the railroad's preferred architects who had also designed Grand Central Terminal and the nearby Poughkeepsie station, in 1914.The station saw heavy use throughout the early years of its existence, due to the proximity of estates such as the Vanderbilt Mansion and, later, President Franklin D. Roosevelt's frequent retreats to his home in Hyde Park. Roosevelt is known to have passed through the station twice during his presidency: in 1939 when he greeted King George VI and Queen Elizabeth of the United Kingdom on their 1939 visit, and posthumously in 1945 when his body was unloaded there in preparation for burial.
