Wisconsin's first capitol was in Belmont, a town southwest of Madison. In May of 1837, 36 workmen arrived from Milwaukee to begin work on the second capitol building. They chose the hill between Lake Mendota and Lake Monona. Stone was taken from Maple Bluff, and oak trees on the nearby hill provided wood paneling for the building. Here is a picture of the second state capitol, built in Madison on the spot where today's capitol is located. It was soon decided that this second building was too small, and so a third capitol was built on the same spot in 1857.

In 1904, a fire swept through the State Capitol and damaged or destroyed much of the building.