The station at Wemyss Bay is one of the finest in Britain. Rebuilt by the Caledonian Railway between 1903 and 1904 the new station was expressly designed to facilitate transfer of passengers from train to steamer dry; the station, circulating area and walkway to the pier and heavily canopied. Modern thoughts on station design were implemented - the station was designed such that passengers would "flow" from train to steamer and vice versa - the internal buildings are streamlined. The "Glasgow Herald" carried a supplement on the 4th of June 1904 to mark completion of the new station.

The station was rebuilt during period of prosperity for the Caledonian and improvements, (remodeling of stations, building new lines etc.), were made all over its system and while much of what was built during this period has gone Wemyss Bay station and Glasgow Central remain.

The Act for the railway was passed in 1862 for a line between Port Glasgow and Wemyss Bay. This line was planned to greatly reduce travel time between Glasgow and Rothesay as the sea route round from Greenock was longer. The line opened on the 13th of May 1865 services running to the former Bridge Street terminal station in Glasgow. The original Wemyss Bay station was far smaller than the present with a timber roof, two platforms and no covered walkway to the pier. The Greenock and Wemyss Bay Railway Company ran into difficulties early on partly due to inexperience and partly due to the Wemyss Bay Steamboat Company going bankrupt.

The Caledonian Railway controlled the company until it was purchased on the 1st of August 1893.

The layout was rationalised by conversion of the eastern pair of platforms to car-parking during electrification in 1967. An ambitious restoration programme was completed on the eve of the British Rail / Railtrack split in March 1994 and won a Brunel Award.