Next to the Moskovsky Railway Station sits an elegant single-story building in the style of academic eclecticism. This is the Tsar Pavilion, which had been built to receive Emperor Nicholas II when he arrived for the All-Russia Industrial and Art Exhibition of 1896. The façade displays the attributes of the Tsar power: the royal crest with a double-headed eagle, the imperial crown right above and the motto 'God is with us!' The main entrance to the pavilion is on Platform 1 of the railway station, where the first carriage of the train stops. The center of the building has a large hall decorated with rich stucco, a fireplace carved from white Italian marble and a ceremonial portrait of Emperor Nicholas II. Next to it is the emperor's study and presence chamber, with a telephone line.

A health center for railway employees had been here until 1997. After the pavilion was restored, it passed into the ownership of the Gorky Railway and is now used as originally intended — as a hall for formal receptions.