The Chesapeake and Ohio Railway reached Pikeville in 1907. The depot is a one-story brick structure built in the Classical Revival style of architecture. About 150 feet (46 m) from the depot is a small, similarly designed baggage station. At one point, the depot and baggage station were connected by a canopy, which has since been removed.
The Big Sandy Heritage Center preserves the history of the Big Sandy Valley. The museum portrays the people, places, and events that makes the area unique. Exhibits include the American Civil War, Hatfield-McCoy feud, Eastern Kentucky railways, and coal mining.