The Saskatchewan Legislative Building was built between 1908 and 1912 in the Beaux-Arts style to a design by Edward and William Sutherland Maxwell of Montreal.

Piles began to be drilled for the foundations during the autumn of 1908 and in 1909 the Governor General of Canada, the Earl Grey, laid the cornerstone.

[2][3] The design contemplates expansion of the building by the addition of wings extending south from the east and west ends and coming together to form a courtyard.

[4] The total cost of construction came to $1.75 million by the time of its opening in October 1912, ten months after the assembly had begun meeting in the yet-uncompleted building.

[11] Of historical significance, the table that was used during the meeting of the Fathers of Confederation in Quebec City in 1864 resides in the building's library, albeit with six feet of it removed.

On the eastern side of the building there is a fountain, one of two brought from London's Trafalgar Square, the other having been taken to Ottawa (and now located at Confederation Park).

The commissioned statue of Louis Riel by John Cullen Nugent unveiled in 1968 stood on the grounds of the legislature until 1991, when it was removed at the insistence of the Saskatchewan Métis Society and others.

Some found the work demoralizing for depicting Louis Riel in a "disrespectful" manner: "gaunt" and semi-nude, in the moment of ultimate Métis humiliation.