Built with funds from the Marshall Field estate, it was the last building designed by Daniel Burnham before his death on June 1, 1912, and was completed in 1913.

The Burnham Center, originally known as the Conway Building, replaced the Chicago Opera House, which had been built in 1885.

Burnham, with Frederick P. Dinkelberg, completed his design for the building shortly before leaving Chicago in April 1912; he died in Germany two months later.

Both buildings are thought to be influenced by the Palazzo di Propaganda Fide in Rome.

Ernest R. Graham, Peirce Anderson, and Edward Probst assumed control of the project on April 30.