The building of the Archives of Yugoslavia was built as an endowment of King Alexander I Karadjordjević according to the design of architect Vojin Petrović. Built for over two years, between July 5, 1931 and July 15, 1933, the three-storey building built in the style of academicism, with the useful area of about 8,000 square metres and the main façade facing Topčiderska Zvezda, was initially named Home of King Alexander I for secondary school students. According to the diaries of students of the school, a bust of King Alexander was situated in the yard.
The building kept its original use for a short time. The Gestapo and German military command moved in at the beginning of World War II, and between the liberation and 1953 it was used for accommodating political school students and holding classes. After that the building was taken over and used by the Federal Ministry of Internal Affairs until 1970. At the beginning, the building was used as the seat of the Educational Centre of Internal Affairs and later it housed the Pane Đukić Home of Internal Affairs Workers. The decision to grant the building to the Archives was made by the Federal Executive Council at the March 19, 1969 session.
In the yard in the direction of the front entrance, there is a bust of King Alexander I, placed there in 2003. The king’s name and the years of birth and death can be read on the base, made from the sandstone from Bele Vode. The bronze bust was made on the model of the bust that was made by sculptor Slavko Miletić and cast in the Belgrade-based Bronza Foundry in 1936. Between 1952 and 2003, a bronze bust of Đuro Đaković by sculptor Stevan Bodnarov was situated on the same spot, on a stone base. Today, the bust of Đuro Đaković is on the ground floor of the building, next to the entrance to the reading room.
The building of the Archives of Yugoslavia was declared a monument of culture. The decision was published in the Official Gazette of the Republic of Serbia No. 30/2007 of March 27, 2007.