The site of the Louisiana Arsenal has long been utilized by officials in New Orleans. During the colonial period, a series of guard houses and small prisons stood here, each destroyed during city wide fires of 1788 and 1793.

When the construction of the Cabildo was undertaken in the late 1790s, the area was again designed as the Spanish "Calaboza," or prison. It served as the main city jail until a new building was constructed in 1836.

In that same year, the Governor of Louisiana, E.D. White, ordered that a structure be erected in New Orleans for use as an arsenal for the state militia.

The architectural firm of Dakin and Dakin was contracted to design and build the warehouse on the spot of the old jail. The firm chose a simplified Greek Revival style most recognizable by the large white pilasters adorning the portico of the building. The four-story building was constructed of local cypress and red-clay bricks and covered with white stucco.

Between 1846 and the beginning of the Civil War, the New Orleans Artillery occupied the building. During the the confederate occupation of New Orleans, Adjutant General of New Orleans, P.G.T. Beauregard used it as a headquarters and storage facility. When the city was captured by Union troops the building was used as a military prison.

Between 1871 and 1914 the building was again used as an arsenal by the New Orleans Metropolitan Police Department and the State of Louisiana, until the state donated the building to the Louisiana State Museum.