It is located at 8 Jackson Road, in Central,[2] along the eastern side of Statue Square, directly west of Chater Garden.

The building was designed by Sir Aston Webb and Ingress Bell,[3] the British architects responsible for the eastern façade of Buckingham Palace[2] and the Cromwell Road frontage of the Victoria and Albert Museum in London.

Construction of the building started in 1900 and it was opened on 15 January 1912 by the Governor Sir Frederick Lugard.

During the Japanese occupation of Hong Kong (December 1941 to August 1945), the building was used as the headquarters of the Kempeitai (Military Police).

The opening ceremony was held on 25 September 2015 by the Chief Justice of the Court of Final Appeal Geoffrey Ma Tao-li.

Its foundation was formed by driving hundreds of Chinese fir tree trunks into the mixture of reclamation materials and silt on the site.

The shield is supported by the English lion and Scottish unicorn and is surmounted by the royal crown.