Building began in 1722 under the direction of several prominent architects of the day. It was inspired by the "Grand Trianon" in the grounds of the Palace of Versailles. It was built near the "Hôtel de Lassay", which was the townhouse of the Marquis of Lassay. He was a nobleman the duchess had began having an affair with some years prior. The two buildings were connected by a corridor. 