The original bandshell was commissioned in 1931 by Mayor Anton Cermak during the Great Depression to help lift the spirits of the citizenry with free concerts.

[3][8] The Depression and the proliferation of new technological innovations such as records, radios and sound films led to a declining demand for live music and a shrinking job market for musicians.

[10] Construction on the wood and fiber E. V. Buchsbaum design began on a budget of $12,500 ($250,438 in today's dollars), and the opening of free concerts commenced on August 24, 1931.

[19] Deed restrictions dating from the city's early history generally forbid any buildings in Grant Park between Randolph Drive and 11th Place.

[20] As the result of a series of Illinois Supreme Court rulings, Grant Park has been "forever open, clear and free" since 1836,[21][22][23] which was a year before the city of Chicago was incorporated.

In 1972, plans were advanced to build a large new concrete-and-fiberglass band shell atop a new underground parking garage, but community groups defended the Ward restrictions.

[33] The first season of the Grant Park Music Festival began on July 1, 1935, and ran until Labor Day with a total of sixty-five concerts.

Large concert bands led by Bohumir Kryl, Armin Hand, Max Bendix, George Dasch, Glenn Bainum, and Victor Grabel also performed.

[34] This was viewed as a sufficient success that the Park District committed to assuming financial responsibility for the entire ongoing annual outdoor concert series.

As a result, he was greeted with a celebration that included a ticker tape parade down Michigan Avenue, and his Grant Park Music Festival appearance was a major event.

[28] In October 1979, Pope John Paul II presided over the largest public mass ever held in Chicago on a terraced altar platform that was erected next to the band shell.

[38] In 1998, at a Grant Park Music Festival performance, the miniature prototype of the Talaske-designed audio system that would eventually be used at the Jay Pritzker Pavilion was tested.

[45] By 2009, as the city grappled with a budget deficit, it considered realigning parts of the larger festivals with the more modern venue and made definite plans to move some of the smaller ones there.