The first concert hall in Tivoli Gardens opened in 1843. It was expanded in 1873 and is the building now known as the Glass Hall. Hans Christian Lumbye was music director and chief conductor from 1843 until 1872. He wrote almost 700 compositions for the orchestra, especially polkas, valses and galops.
The concert hall was destroyed when Tivoli Gardens was hit during the schalburgtage on the night between 24 and 25 June 1944. The concert hall was rebuilt to a new, Modernist design by Frits Schlegel and Hans Hansen.
In 2005 the concert hall saw a major renovation and extension by 3XN where the classical 1950s style of the main auditorium—including a characteristic color scheme of red, blue, yellow and green—was restored, while visitor facilities were upgraded and expanded.