The Great Caprice was built on the territory adjacent to the palace and the Old Garden, in a new 'English' landscape park. A mound with an arch spanning over the Babolovskaya road, or Podkaprizovaya alley, connected the Catherine and Alexander parks.

Construction of the Great Caprice took place from 1772 to 1774 under the guidance of engineer I. Gerarda and architect V. I. Neelov. The foundation of the design was based on a 17th-century engraving depicting one of the Chinese structures, but Neelov proposed his original solution.

The main arch of the Great Caprice has a width of 5.25 meters and a height of 7 meters. Next to it, on the side of Alexander Park, there is a second, smaller opening in the mound. It is oriented at an angle to the Babolovskaya road and directed towards the main transverse axis of the regular part of Alexander Park.

The slope of the mound, along which the road from Catherine Park to Alexander Park passed, is reinforced with blocks of roughly hewn stone, creating the impression of a natural rocky outcrop.

The high walls of the arch and the cylindrical vault are made of stone slabs laid in even rows. The ends of the supporting walls and the semicircle of the vault are faced with blocks of carefully processed Pudost limestone. Above the arch, a decorative Chinese gazebo was erected on brick columns, which was later rebuilt. In 1777, the brick columns were replaced with marble ones with bluish veins, and the walls for them were made of Pudost limestone.

In 1779, the gazebo was struck by lightning and was restored under the guidance of J. Quarenghi from 1782 to 1786. Ionic columns support the roof with curved edges. From the belvedere gazebo, there is a magnificent view of the green expanses of the parks.

The Great Caprice is part of a complex of pseudo-Chinese structures created in the Tsarskoye Selo parks in the 1770s and 1780s.

The slopes of the mound in Catherine Park were hidden by trees and shrubs, which were cut down during the war. In 1949, young trees were planted.