Construction commenced on September 18, 1900, when the AE&C started to grade its right-of-way. The AE&C received permission to cross existing track lines in February 1902, alleviating one of the largest obstacles in the railway's construction. Construction escalated following the winter months; by April, the third rail had been completed between Aurora and Wheaton. Later that month, the railway connected to the Metropolitan West Side Elevated Railroad at 52nd Avenue (modern day Laramie Avenue) in Chicago. The company operated steam locomotives on completed portions to deliver construction goods to where they were needed. Wheaton was selected as the site of the railroad's headquarters, car barn, and machine shop. $1.5 million in preferred stock was issued in April 1902 to cover unexpected costs.