The building was constructed between 1905 and 1910. The plans for the building were designed by the Minneapolis architectural office of C.E. Bell and M.S. Detwiler, who gave the building similar features to the Montana State Capitol in Helena, Montana. The planning and construction cost was almost $1,000,000.

From the first floor, a marble staircase leads upstairs. In front of the staircase, display cases house the First Lady Gown Collection. Miniature replicas have been made of the gown worn by each first lady to the state inaugural ball. These replicas are worn by dolls in the display case. Along with the doll, a picture of each governor's family and other mementos are also displayed.

On the second floor, the marble staircase leads into a rotunda. The dome of the rotunda is 96 feet high. The bottom ring is designed to resemble a string of ribbons joined together, which is meant to symbolize the eternal nature of government. The interior of the dome is decorated with sixteen images of the Tree of Life. The dome also displays acanthus leaves to represent wisdom and a pasque flower, which is the state flower.

The third floor houses the state's House of Representatives and the state's Senate. The galleries for both, from which the public can observe the legislative process, are located on the fourth floor.