In January 1922, at a meeting of the assembly, Prime Minister Nikola Pašić stated that Russian émigrés were welcomed in the country regardless of their political affiliation. He emphasized that the state does not interfere with their political views and is ready to accept them as brothers, granting them full freedom.

Since 1920, the adaptation of Russian émigrés in the kingdom was overseen by a specially created State Commission for the Settlement of Russian Refugees. The idea of creating a cultural center for the Russian community in Belgrade found support from King Alexander I, Patriarch Varnava of the Serbian Orthodox Church, as well as many politicians and cultural figures.

In 1928, the Russian Cultural Committee was established in Belgrade under the leadership of Academician Alexander Belich, a graduate of the Imperial Moscow University and future chairman of the Serbian Royal Academy of Sciences. The committee actively contributed to the establishment of the cultural center, and the Yugoslav authorities allocated significant funds to Russian cultural organizations.

On June 22, 1931, the foundation was laid, and on April 9, 1933, the Russian House named after Emperor Nicholas II was solemnly opened. This is the oldest foreign cultural center in the capital of Yugoslavia and the oldest Russian cultural house in Europe. A charter dedicated to Nicholas II and expressing gratitude to King Alexander was placed in the foundation of the building, symbolizing Russian-Yugoslav brotherhood. Inside the building, plaques are installed with thanks to the two monarchs: Nicholas II as the 'protector of the Serbs' and Alexander I as the 'protector of the Russians.'