The Savo Railway Museum is at the Pieksämäki Railway Station in a former station building from 1889. The building was built for the Oulu line according to its blueprints and it has been almost completely preserved in its original state.

The city of Pieksämäki is responsible for running the Savo Railway Museum. The museum was opened to the public on 1 October 1989, exactly 100 years after the first train from Kouvola to Kuopio rode down the Savo line. Visitors to the old station building can experience what the railroad was like when trains were steam locomotives and rail cars.

The exhibition extensively presents the history of the Savo line and its construction as well as the history of trains and travelling by train. On display are tools needed to lay track, schedules, parts of locomotives and cars as well as scale models. The waiting room in the building with its ticket windows and sellers are part of the exhibition. It is also possible to watch films related to the railroad at the museum.

Outside of the museum building, there are semaphores and signal boxes and two locomotives: the diesel switcher Vk12, number 104, from 1937 and steam locomotive Tk3, number 852, from 1929.

The Savo Railway Museum is located at the Pieksämäki Railway Station. There are coffeeshops and restaurants at the station and nearby.