The theatre was built in 1910 by a famous architect named Nikolai Bayev and, as with other examples of Azerbaijani architecture from the beginning of the 20th century, it blends elements of baroque, rococo and Moorish styles.

This building is closely connected with the development of Azerbaijani opera, which began in 1908 with the first opera in the Muslim East – Leyli and Majnun – composed by one of the finest composers of the 20th century and the founder of Azerbaijani classical music, Uzeyir Hajibeyli.