The Hartford & New Haven Railroad Freight Depot building is located at the end of Central Street in Downtown Windsor, Connecticut, across the street from the equally historic Hartford & New Haven Railroad Depot, which now serves as an Amtrak station. It is a long, two-story brick structure with a largely utilitarian design; there are decorative round wagon-wheel windows in the gables. It was built circa 1870 by the Hartford and New Haven Railroad to handle freight traffic.