The railway came to Radville in 1911. The first train station in the area was an old train boxcar which was operated by a man named Ponnolly. The following year in 1912 the present station was built. It was designed by the Canadian Northern Railway as a Class II station. There were only four of them ever built. It was painted white and green. It had cedar shingles and siding, but in 1929 it was stuccoed gray. It was restored to it's original colors again in 1991 when it was declared an heritage building which meant it's original state had to be preserved.

The station was a gathering place for the town. Whenever a train came or went there were crowds of people watching the train, meeting or saying farewell to others. The station was also equipped with living quarters on the second floor for the station's agent. The town's telegraph was also located in the station making it a busy place. For example, when the telegram came in that World War I had ended the people at the station started a celebration. It commenced at the bottom of the street and continued to move up. Mail came into the town on the train and the local postman would pick it up, then sort it out at the post office.