The historic Government Building is located on Peter-Kaiser-Platz in the Government Quarter of Vaduz, which is also home to the Office of Cultural Affairs, the National Archives, and the Parliament Building. The Government Building was built between 1903 and 1905 according to the plans of Princely Architect Gustav Ritter von Neumann from Vienna.

The construction costs of the Government Building amounted to approximately one year of Liechtenstein's national revenue at the time. The decision to construct the Government Building demonstrated enormous political foresight, and the construction exceeded all technical and structural standards of that era. In 1992, following extensive renovations, the building was placed under historical protection. The Government Building is popularly known as the «Great House».