Datong Steam Locomotive Exhibition Hall is a steam locomotive museum built at the original site of the New China’s first locomotive factory, opened during "the First Five-year Plan" period of China. Founded in 1984, the locomotive factory at Datong, which covered an area of 10,000 square meters, quickly brought production online of coal-fuelled steam locomotives to China. Since then, thousands of steam locomotives had been produced there, marking the start of New China’s locomotive industry.

In 1988, the birth of China’s last steam locomotive symbolized the end of an era of steam locomotive in China. In consideration of the retirement of China's steam locomotives, measures were taken to preserve a sufficient number of these old relics to prevent them from ever disappearing from China's railway-cultural and industrial history. On 23 October, 2002, six locomotives and associated rolling stock from the Science and Technology Museum of the Ministry of Railways were exhibited in the Datong Locomotive Works Railway Museum, which contributes to its forming of a general railway museum.

The precious exhibitions in Datong Steam Locomotive Exhibition Hall including: a Jie Fang type steam locomotive produced by Sifang Locomotive and Rolling Stock Works on August 1, 1952, which was the first steam locomotive of the People's Republic of China; a Yue Jin type steam locomotive, designed and trial-produced by Jinan Locomotive and Rolling Stock Works in 1958; KD7-type steam locomotive designed and manufactured by U.S. in 1944; Forward type steam locomotive, a successful trial trunk freight locomotive manufactured by Dalian Locomotive and Rolling Stock Works in September 1956. Except this, more than 30 pieces of national early steam locomotive photos are also displayed here.