The city sold bonds to finance construction of the three-story brick building, which is a Beaux-Arts Classical Revival design by architect J. Riely Gordon. Gordon designed 72 courthouses, including Copiah County Courthouse in Hazlehurst and the Wilkinson County Courthouse in Woodville.

Beaux-Arts architecture was a popular form for public buildings in the U.S. from 1880 to 1930. It featured massive buildings made of stone. When it was completed, the building had a rounded front facade and a rounded two-tiered gallery, with winged heralds blowing trumpets accenting the roof at the four corners of the building. City Hall faces the Mississippi River Commission building, which was built in 1894.

At the time City Hall was completed, Vicksburg was governed by a city council. That changed in 1913 to the present commission form of government. The city has since outgrown the building, with other offices moving to other buildings. Presently, City Hall houses the offices of the mayor, the North and South aldermen, city attorney and accounting.