It was built in 1856-1860 on the former site of the Pavillon des Beaux-Arts of the Exposition Universelle of 1855. As president of the Exposition, Jérôme had bought the land for it. The architects included Jacques-Ignace Hittorff, Auguste Rougévin, and finally . Camille-Auguste Gastine created the decorative schemes in Pompeian style. Its interior paintings included works by Sébastien Cournu and Jean-Léon Gérôme. It is considered a good example of Neo-Grec style.