In 1928 the State Radio relocated to rented rooms in the Axelborg building on Vesterbrogade, a former bank headquarters, but the need for more suitable facilities, with proper broadcasting studios and a concert hall, soon became evident.

Architects such as Christian Hansen, Erik Bunch and Holger Jacobsen had published detailed proposals long before any competition was launched.

As soon as the first renderings were published, the project was met with criticism[citation needed] and soon nicknamed Stærekassen (Starling Nest Box) due to its unusual design which at first included a large, round window high up on the facade toward Kongens Nytorv.

The Radio Orchestre therefore kept the premises in Axelborg for rehearsals and had to move all instruments back and forth for the weekly public concert in the Nest Box's main auditorium, but after two seasons the Royal Theatre terminated the contract As the Broadcasting Copporation grew up through the 30s, the need for more spacious and technically advanced premises arose once again and a new Radio Building was inaugurated in 1940 to the design of the Modernist architect Vilhelm Lauritzen although its concert hall was not completed until after World War II.

After the Royal Danish Theatre abandoned the building in 2008, it was handed over to the Palaces and Properties Agency which now rents it out for cultural event, or to companies, organisers, public institutions and other interested parties.