The club was initially based in a small wooden building with an attap roof near the north eastern corner of the "padang". In 1890, this early building was replaced by a two-storey structure designed by the Government Architect A.C. Norman at the current site of the club on the west side of the "padang". In 1910, the building was rebuilt using a design by architect Arthur Benison Hubback (notably credited with the design of the Kuala Lumpur Railway Station) in Mock Tudor styling, with two additional wings on either side of the main building.