Born in 1867 in the path of the transcontinental railroad, the Union Pacific crews arrived as they laid the tracks westward. Cheyenne soon laid claim to a higher status than older Wyoming settlements such as those at Fort Laramie, Fort Bridger, and the mining town of South Pass City, changing Cheyenne from a village to a city in a matter of months. The seat of the new territorial government was established in Cheyenne in 1869.
In 1886, the Ninth Territorial Legislative Assembly authorized construction of the State Capitol. A five member commission, appointed by Governor Warren, was charged with the selection and purchase of the site, selection of an architect and accepting the lowest bids for construction of the building. The commission chose the firm of David W. Gibbs & Company, Architects, to draw plans and specifications. These were accepted in July 1886 and the contract was awarded to the lowest bidder, Adam Feick & Brothers, who broke ground on September 9, 1886.
The architecture of the building is renaissance revival, reminiscent of the National Capitol Building in Washington, D.C.
The sandstone for the building came from quarries in Rawlins, Wyoming and Fort Collins, Colorado. The building's cornerstone was laid on May 18, 1887, with maps, a roster of territorial officers and other papers inside. During the Centennial of the Capitol in 1987; the cornerstone was removed, these documents were replaced and the cornerstone reset.
The Tenth Territorial Legislative Assembly convened in the unfinished building. The two small wings on the east and west were completed in April 1890. Crowded conditions persisted with the growth of the state, and in 1915 the Thirteenth legislature approved the construction of the House and Senate Chambers, which were completed in March 1917.
The 42nd Legislature in 1974 appropriated funds for the first phase of renovation of the Capitol and the project was completed in 1980. Work included stripping and staining all woodwork, painting walls in the original designs and colors, replacing wooden floor beams with steel, concrete and modernizing the wiring, heating, plumbing and air conditioning.