They were generally simple wooden structures but in major cities elaborate circus buildings in brick and stone became increasingly common.

[citation needed] The first plans envisioned an extravagant building with an elaborate facade with statues and Greek columns but in the end a much simpler design was chosen.

The Circus building was designed by the architect Henrik Vilhelm Brinkopff and built from 1885 to 1886 in the area outside the former Western City Gate which was Copenhagen's premier entertainment district with nearby venues such as Tivoli Gardens and National Scala.

It was quickly rebuilt, under the direction of the architect Holger Jacobsen, and reopened in 1915 with the German Zirkus Sarrasani as tenant.

In 1963, a retail company, Anva, bought the Circus building to replace it with a modern department store but the plans were abandoned after massive protests and due to lack of funding.

In 1974, the City bought the building and rented it out to the Benneweis family, who also became responsible for operating the World Cinema during the winter months.