The Amarillo Natatorium was constructed by engineer Arthur Ball and salesman Felix Walker, and was designed by Guy Anton Carlander.

It was built with no roof, but one was added in 1923 to operate the pool year-round.

[2] In 1926, it was purchased by J. D. Tucker, covering the pool with maple flooring to construct a ballroom.

In the early 1930s, it was bought by Harry Badger, who renamed it to The Nat Dine and Dance Palace.

He also added a café—The Nat Café—and castle design to the front, turning it into a nightclub.