The hotel is heritage listed and is notable for its unusual mix of architectural styles, including Art Deco and Edwardian. One key feature is the Casino dome (pictured). The dome was bought in Chicago and shipped to Australia, before being shipped to the Blue Mountains by bullock train and reassembled at the site.
The Hydro Majestic site was originally three different land holdings and their buildings. The first was the country retreat of W.H. Hargraves, registrar in Equity and a trustee of the Australian Museum in Sydney, son of the man who claimed credit for the discovery of gold in New South Wales in 1851. The single-storey house, with elaborate tree and shrub plantings, was bought by Mark Foy in 1901 and developed into the Hargravia section of the Hydro.