In the early 20th century in Baku many musical events were held in the winter public building, constructed in 1890 by Musa Nagiyev (1849-1919) an oil baron and philanthropist. But the Baku nobles, taking into consideration the large scales of the musical events and the climate, got together in 1907 and asked the municipality of the city to construct a building for summer events. The present Philharmonic building, named after Muslim Magomayev, was built in 1912 in the Renaissance style, similar to the casino in Monte Carlo. Only in this building is the stage not opposite the entrance, which is unique in world architecture.
The Azerbaijani State Philharmonic building meets world standarts with its two concert halls, equipped with modern musical facilities and with 515 seats. The ceiling of the oval-shaped performance hall is crowned with a cupola and two towers on either side. The building was refurbished in 2003 at the initiative of President Heydar Aliyev.