On 1 October 1891, the Chamber of Labour was founded in Milan, on the premises of the Castello Sforzesco. Inspired by the French Bourse de travail, it was one of the first in Italy, along with the one in Piacenza. From here, the headquarters then moved to Via Crocifisso, and in 1910 to Via Fanti. There, it endured numerous fascist attacks, until it was finally disbanded by the regime in November 1926.

At the end of the decade, the Milan Association of Fascist Trade Unions of Industry announced a competition for a new headquarters. A group formed by Angelo Bordoni, Luigi Maria Caneva and Antonio Carminati won. After several revisions, the project was approved by the mayor in April 1930. The construction, entrusted to Impresa Carlo Rusconi, was completed in 1933.

In its final form, the building has a U-shaped plan: the two ends are aligned with the main street and form a slightly raised inner square with the central body, set back from the street level. The facades on the Corso feature sculptural ensembles depicting the March on Rome and the Charter of Labour (later removed after the war).

Worker conflict then resurfaced in the strikes of March 1943 and again in March 1944. In June 1944, the united CGIL (Italian General Confederation of Labour) was reborn in Rome, with the pact signed by Giuseppe Di Vittorio (for the Communists), Achille Grandi (for the Christian Democrats) and Emilio Canevari (for the Socialists).

On the night of 25 to 26 April 1945, partisans of the 6th Garibaldi Brigade (Nello) attacked the Trade Union building. Two fighters were killed in clashes, but eventually the building was handed over to the underground Trade Union Committee, that would act 'to continue the interrupted work of the old and glorious Chamber of Labour'.

Communist Giuseppe Alberganti was appointed head of the new united Chamber of Labour, joined by Christian Democrat Luigi Morelli and Socialist Franco Mariani.

Amid the heightened post-war tensions, the Chamber of Labour was the target of renewed attacks. The most serious one took place on 23 April 1946, when Stella Zuccolotto, a militant of the porters' league, was shot in a fascist attack. Zuccolotto died on 28 April 1946. Three plaques commemorate her in the forecourt of the Chamber of Labour.