The station building was originally located at track level next to the New York, New Haven and Hartford Railroad (NH) platforms. The building was moved down an embankment to its present location in the 1920s to accommodate the construction of the New York, Westchester and Boston Railway (NYW&B) and separate tunnels connected the building to the respective railroad's platforms. A second NYW&B depot was also built in the Larchmont Gardens neighborhood to the northeast, which today is a Girl Scout building. Subsequent to the abandonment of the NYW&B in 1937, the area formerly occupied by the building and NYW&B platforms and tracks was converted to parking, and the building remained at the bottom of the embankment on Station Plaza, adjacent to Columbus Park. The tunnel to the NYW&B was sealed, and the exits to the former NYW&B platforms covered. The tunnel to the NH platforms remained open. Unlike many other stations on the line, the Mamaroneck station does not include a pedestrian overpass.