The building was constructed between 1791 and 1794 by the Penza merchant of the first guild K. P. Alferov, based on a design by architect Y. A. Ananyin from Nizhny Novgorod. It housed provincial and district institutions, primarily judicial ones. In 1853-1854, the building was remodeled according to the project of engineer A. K. Shtorkh from Penza. In 1871, with the opening of the Penza District Court, the building was expanded by adding a mezzanine in the central part, designed by architect Serebryakov from St. Petersburg. The work was carried out by contractor I. E. Murzin, a provincial secretary and temporary merchant of the second guild.

Memoirists V. A. Insarsky (1823-1824), I. I. Meshkov (1828-1831), and G. I. Meshkov (1860s), as well as writer V. A. Volzhin (1880-1904), worked in this building. From 1803 to 1918, it housed the printing house of the Penza provincial government, the first in the region. It played an important role in the cultural life of the province, publishing the "Penza Provincial Gazette" (1838-1917), address calendars, souvenir books, "Collections of the Penza Provincial Statistical Committee", "Proceedings of the Penza Scientific Archive Commission", and other publications with local historical materials. In 1917-1918, the newspaper "Izvestia" was published here, which later became "Penza Pravda". Since 1918, the building has housed the justice department of the provincial executive committee.