The Houston & Texas Central Railroad came through the area in 1872. By 1883 twenty residents had moved to what eventually became Anna. The Depot was built in 1885. For many years the Depot saw a great deal of freight pass over its platform. Some of the items shipped out of Anna were an abundance of Johnson grass hay and large bales of cotton.

Because of the railroad and the depot, Anna had a new spurt of growth. The first depot agent was Andrew Sherley.  In the 1930’s Charles Darwood was the depot agent. The last agent was Milton Cadenhead. The railroad closed the depot in the early 1960’s. For a number of years it remained in its original spot on the west side of the track near the downtown crossing.

Several years later, Lewis “Nip” Roberts, a business man in Anna approached the railroad authorities and inquired as to their plans for the depot. Their plan was to tear it down. He asked them about buying it to use as a hay barn. The railroad agreed he could have it, if he would move it off the property. He quickly took them up on the offer and moved the depot to his farm land west of town. The land was located approximately two miles west of Highway 5 on the south side of County Road 455. This move happened in the late 1960’s. The depot served as a barn for many years.

The members of the Society were very interested in the preservation of the depot. They knew the depot was in jeopardy as the land where it sat was destined for development. Therefore they inquired about the possibility of having the Society buy the depot. The land-owner donated the building to the Society and AAHPS began plans to have it moved. In April of 2006, Jan Miller, President of the Society, contacted an Anna native, Tom Miller about moving it. The depot was moved by Miller Movers on November 8 ,2007, to its temporary location on the property of Bently Powell. On May 8, 2018 the depot was moved to its permanent location in the Sherley Heritage Park.

Ultimately the new attraction at Sherley Heritage Park will include the restored Anna Texas Depot, a statue of Collin McKinney, a fully restored circa 1900 locomotive and tender, a replica of the Collin McKinney Anna home, and a large open air pavilion for social events.