The architecture of the building is renaissance revival, reminiscent of the National Capitol Building in Washington, D.C. The sandstone for the building came from a quarry in Rawlins, Wyoming and Fort Collins, Colorado. The building's cornerstone was laid on May 18, 1887, with maps, a roster of territorial officers and other papers inside. During the Centennial of the Capitol in 1987; the cornerstone was removed, these documents were replaced and the cornerstone reset.

While standing in the center of the rotunda, looking up at the base of the dome directly overhead you see the stained glass, imported from England. The Dome of the capitol is cooper and it tarnishes so badly in 1900 they began using gold leaf on the exterior of the dome. It has been gilded five times, the first in 1900 and the last in 2010.  The peak of the dome is 146 feet high, and the base is 50 feet in diameter.

The first floor rotunda is striking, with the checkerboard Italian marble floors, columns, and impressive staircase made of cherry wood brought out from Ohio.  Four of Wyoming's five elected officials including the Governor, Secretary of State, Auditor and Treasure have their offices in the Capitol on the first floor. The Senate chamber is the west wing of the second floor building; the House chamber is in the east wing of the second floor.