The station at Moss Vale opened on December 2, 1867 on the Great Southern Railway. As mentioned previously, it was named Sutton Forest Station but once the town of Moss Vale began to thrive, the station took the name in 1877. It became a holiday destination for city people and for NSW Governors. Railway Refreshment Rooms were opened at the station in 1891, with vice-regal facilities included.

Conservation Management Plans prepared by heritage experts David Sheedy (1988), Peter Freeman (1998) and OCR Architects (2017) list these and numerous other additions and changes at Moss Vale Station. 

Early additions include the erection of stockyards (1881), lengthening of the platform (1882), installation of a 5 tonne yard crane (1884), the introduction of electric lighting and new water supply (1890), the transfer of water tanks from Bong Bong (1894), erection of a turntable (1898), and a second rail bridge over Argyle Street (1898).

During World Wars I and II, Moss Vale’s Railway Refreshment Rooms provided meal stopovers to a passing parade of troops as well as to German and Italian internees. It is said that when troop trains stopped, 500 personnel could be fed in one hour. The station refreshment staff were assisted in both wars by local Blue Gum Girl volunteers and by Voluntary Aid Detachments (VADs).

Duplication of the Southern Line section between Goulburn and Bowral was completed in November 1915. A new Down line through Moss Vale was built on the Argyle Street side of the station, requiring new platform and extensive remodelling of the yard and station layout. An embankment near the station’s original public entrance was cut back to take this new line, a refuge siding and goods yard, and a retaining wall built to support the Stationmaster's residence. 

As the new line prevented direct access to the station from Argyle Street, another approach yard and ticket office were required. Governor Strickland requested an arrangement that would allow his invalid daughter to be transported via road access directly to the platform. To facilitate this, an unusual arrangement with wide island platforms connected by road and pedestrian overbridges was built. This set-up remains in use today. 

The second rail bridge over Argyle Street, built in 1898, was replaced in 1914 with a new truss bridge for the duplicated line.

As a result of duplication and increased patronage, a rear bar and kitchen alterations and additions were provided at the Refreshment Rooms in 1919. An eastern two-storey accommodation wing was built in 1927 and additional bar and other services provided, including the conversion of the Governor's Private Room into public bedrooms and the Vice-Regal Dining Room into a public room. All this was due, according to David Sheedy, to increased traffic generated by an influx of tourists to the area, a general increase in rail traffic, the opening of the federal line, and in anticipation of the coastal branch line proceeding.

Other additions at Moss Vale include a boiler to heat foot warmers (1900), new locomotive watering facilities (1915), a goods shed, carriage shed and signal box (all 1915), and a new stationmaster’s residence (1920). The yard was remodelled at the Sydney end in anticipation of the completion of the coastal link with Unanderra which, although commenced in 1924, did not open until 21 August, 1932.

With the introduction of 57-class engines from the 1920s, alterations were made at the yard to allow the 75 foot turntable at the Up side of the yard to be supplemented by a triangle to turn larger locomotives in the branch line fork. 

The Railway Refreshment Rooms were closed in 1962. From 1967 the ground floor was given over to trades use and the first floor closed. The Berrima District Railway Modeller's Club leased the western first floor wing for a period. 

In 2008, a section of the southern goods yard along with a repaired weighbridge hut was incorporated into the surrounding Leighton Gardens and Diamond Jubilee Park. 

Moss Vale Station remains in use with through goods traffic and regular passenger services.