In November 1991, the National Headquarters relocated to Stillwater Station, an historic Santa Fe Railway Depot. The Station was purchased from a group of five Stillwater citizens, who bought the station at auction to insure that it would be preserved. Three of those men are alumni of the Alpha Chapter of Kappa Kappa Psi. The original plans for Stillwater Station are dated June 15, 1911, and construction was completed in 1917 with the formal dedication ceremony being held in 1918. In 1980 the Station was listed on the National Register of Historic Places, and it is visited by many train enthusiasts on a regular basis.
Prior to its relocation to Stillwater Station, the National Headquarters had resided in the Seretean Center on the campus of Oklahoma State University since the 1970s.