[1][2] It was built by the Société Haïtienne des Spectacles (Haitian Entertainment Corporation), led by Daniel Brun.

In its first week, the Rex Theater screened films that included La Bataille (The Battle), La Robe Rouge (The Red Dress), Gai Divorce (The Gay Divorcee), and Banque Nemo (Nemo's Bank), and hosted its first play in April 1937.

Folk acapella ensemble Sweet Honey in the Rock also performed at Rex Théâtre in Fall 1994 to mark the return of constitutional democracy to Haiti.

For example, on 20 December 1945, as the first of a planned series of twelve lectures, the poet André Breton spoke at the Rex on "Surréalisme".

If true, President Lescot would have taken the gesture as a public affront, and those in attendance would have read it as an act of solidarity to their cause.... the publication of the speech in La Ruche led to the Haitian government's seizure of the magazine and the imprisonment of certain of its editors, including Depestre, in turn provoking a student demonstration that led to the fall of President Lescot.