The Saskatchewan Legislative Building was built between 1908 and 1912 in the Beaux Arts style to a design by Edward and William Sutherland Maxwell of Montreal. The Maxwells also supervised construction of the building by the Montreal company P. Lyall & Sons, who later built the Centre Block of the federal Parliament Building in Ottawa after the 1866 Parliament Building was destroyed by fire in 1916. Piles began to be drilled for the foundations during the autumn of 1908 and in 1909 the Governor General of Canada, the Earl Grey, laid the cornerstone. In 1912, Prince Arthur, Duke of Connaught, by then the serving governor general, inaugurated the building.
People enjoying a boat race on Wascana Lake north of the Legislative Building circa 1910.
The design contemplates expansion of the building by the addition of wings extending south from the east and west ends and coming together to form a courtyard. The plans originally called for the exterior of the building to be red brick but after construction had begun and red bricks were already on the site, Premier Walter Scott decided that Manitoba Tyndall stone would give the building greater grandeur and the plans were adjusted with the substitution increasing the building cost by $50,000. The total cost of construction came to $1.75 million by the time of its opening in October 1912, ten months after the assembly had begun meeting in the yet-uncompleted building.
In 1965, Clifford Wiens started a major project of renovation and restoration which took some fourteen years to complete. Leslie Jen, associate editor at Canadian Architect, called it a "masterful" renovation.