It was built in 1830, and designed by Henry Willey Reveley, and was the first permanent building in the Swan River Colony.
Intended as a prison, it had eight cells and a jailer's residence, all of which opened onto a central courtyard. The design was based on the Panopticon, a type of prison designed by philosopher Jeremy Bentham.
It was used for colonial and indigenous prisoners until 1886, when control of the Convict Establishment prison (now Fremantle Prison) was transferred to the colony. After that, the smaller Round House was used as a police lockup until 1900, when it became the living quarters for the chief constable and his family.