It is named after the pleasure gardens of Vauxhall in London, which only became known to the inhabitants of Brussels in 1761, when a ballet entitled Le Phaxal was put on at the Theatre of La Monnaie.

A Vaux-Hall d'hiver ("Winter Vauxhall") was set up in 1769 at the Foire Saint-Germin.

The history of the Brussels' Vauxhall is intimately linked to that of the Royal Park Theatre.

It was initially a drinking palace, concert hall and theatre.

It has been used by the arts and literature club Cercle Gaulois and its predecessors, as a venue for meetings, dinners, exhibitions and concerts.