Olean Railroad Depot is a historic train station located at Olean, Miller County, Missouri. It was built about 1884 and is a one-story, rectangular frame building with board and batten siding. The building measures 16 feet, 2 inches, by 40 feet, 3 inches. It has a gable roof with a four-foot-wide overhang supported by brackets all around and the gable ends are embellished by decorative truss work. The depot closed in 1962.