The Air Theatre was located in the palace part of Pavlovsky Park, in the area of the Large Circles. Such open stages were characteristic of palace parks in the 18th century. It was created in 1811 at the initiative of the chief chamberlain of the court, P. G. Golovkin, and built according to the design of the chief architect of that time, A. N. Voronikhin.

The audience seats were an amphitheater made of turf benches, and a pit was dug in the ground for the orchestra. The small stage was surrounded by a trellis with climbing greenery, and the wings consisted of tapestries made from acacia bushes.

The theatre was intended for small performances with songs and ballet divertissements. Children's musical performances were organized for Empress Maria Feodorovna. Continuously updated, the theatre lasted until the revolution.