"New Hampshire" was laid down on 1 May 1905 at the New York Shipbuilding Corporation in Camden, New Jersey. She was launched on 30 June 1906. The ship was commissioned into the US Navy on 19 March 1908; her first commander was Captain Cameron Winslow. After completing final fitting-out work, "New Hampshire" transported a Marine Expeditionary Regiment to Colón, Panama on 20 June, arriving six days later. She then made a series of visits to ports on the eastern coast of North America, including Portsmouth, New York, and Bridgeport, along with a stop in the Canadian province of Quebec. The ship was then overhauled in New York, followed by training exercises in the Caribbean Sea. On 22 February 1909, she participated in a Naval Review for President Theodore Roosevelt to greet the return of the Great White Fleet in Hampton Roads, Virginia. During this period, Ernest King, later the Chief of Naval Operations during World War II, served aboard the ship in the engine room.