Mo. Rev. Stat. § 386.515

With respect to commission orders or decisions issued on and after July 1, 2011, an application for rehearing is required to be served on all parties and is a prerequisite to the filing of an appeal under section 386.510. The application for rehearing puts the parties to the proceeding before the commission on notice that an appeal can follow and any such review under the appeal may proceed provided that a copy of the notice of appeal is served on said parties. With respect to commission orders or decisions issued on and after July 1, 2011, the review procedure provided for in section 386.510 continues to be exclusive except that a copy of the notice of appeal required by section 386.510 shall be served on the commission and each party to the proceeding before the commission by the appellant according to the rules established by the court in which the appeal is filed.