The plot of land on which the Mikhailovsky Garden is located was given by Peter I in 1712 for the construction of a residence for his wife, Empress Catherine. On the site where the Rossi Pavilion now stands, a small wooden palace was built, called the "Golden Mansions". The Golden Mansions were so named for a reason. Their tiled roof was decorated with a high golden spire. The walls of some rooms were covered with pieces of gilded leather up to their full height.

To build the pavilion, executed in the Empire style in 1825, the architect K. Rossi chose the site where the "Golden Palace" of Peter I's wife Catherine once stood. Initially, he planned to build two identical buildings, but in the end only one pavilion was built at the eastern corner of the garden. The pavilion consists of two rooms, square in plan, connected by a Doric colonnade. In front of the pavilion, a granite terrace-pier was built, fenced with an elegant cast-iron grating.

Currently, the pavilion houses a cafe.