The oldest part of the library, that is the square, was built in 1965 by architect Erik Uluots. The building became famous in architectural circles because of its mix of classicism and modernism. The extension building, the round house, was added after an architectural competition. The winner was the architectural firm Schmidt, Hammer and Lassen from Århus, Denmark. The building was completed in June 2003 after two years of construction.

The library was renovated in 2019.