This four story hotel was sometimes referred to as the "Waldorf of the Prairies". In 1887, John A. Stevens built the hotel next to the Opera House (the Opera House no longer exists). it was built of native stone and brick kilned locally. It contained 125 rooms, no closets and few bathrooms.

The most remarkable feature of the hotel is an interior court in the center of the mezzanine, with a full length skylight at its vaulted ceiling. Balconies of carved mahogany balustrades surround the court on three sides. In April of 1972, the Windsor was placed on the National Register of Historic Places. It was closed as a hotel in 1977.