The first station building, in 1873, was a temporary structure, 300 ft. long which was removed and taken to Beechworth when the new station was built in 1874 by contractor J. Richardson. It included a refreshment room and dining room. The Goods Shed was 100 feet long built by Frew & Hill in 1873. One year later it was extended by 150 feet by James Nation.

The original coal stage was replaced in 1899 with a hopper elevator coaling plant erected by Gibson Battle & Co. Melbourne in 1927. The 250-tonne coal hopper remained until 1965.

In 1904 a 50 feet turntable was provided but was made redundant two years later and replaced by a reversing loop (in what later became Reid Street) but was generally referred to as 'the triangle'. To turn a big engine, such as Heavy Harry, the engine went on the Albury line, reversed across where the level crossing was in Reid Street, and then came forward on a line (removed in 2002/3) which was the third side of the triangle and was in front of what is now the RSL and Vietnam & Associated Veterans Club buildings. That system was decommissioned on April 28, 1963, and replaced with a 70 feet turntable behind the Carriers Arms Hotel at the western end of Bond Street.

There were two signal boxes:

Signal Box A remains at the south end of the present Wodonga Railway Station platform and had in 1898 an interlocking machine. Signal Box B stood on the eastern side of the High Street level crossing and a big wheel closed and opened the gates. On September 17, 1961, it was replaced by boom gates and flashing lights.

B Box was demolished on May 10, 1964, when the standard gauge line to Albury was completed.

The date of the construction of the locomotive shed is not known but predates 1883. It was a galvanised iron clad building which housed four engines on two tracks; in 1910 it was extended to 250 feet in length to house six more engines.