At the beginning, in the 1st century, the  Palazzo Madama  was a Roman gate. After the falling of the Roman Empire the gate was transformed into a medieval fortress. In 13th century the house-fort was given by the marquis of Monferrato, William VII, to the Savoy family in exchange for his freedom. The Savoy family enlarged the building to a castle in a square shape with four cylindrical towers and a court. When the Acaia branch of the Savoy family disappeared, the castle became a residence for the Savoy guests.

Since then Palazzo Madama was the temporary residence of  Emanuele Filiberto di Savoia , before Palazzo Reale, later (1637) Christine of France elected the palace as her residence and ordered important restorations (roofing of the court). Sixty years later was the turn of  Maria Giovanna Battista of Savoy Nemours who ordered  Filippo Juvarra to transform the castle in a baroque royal palace. Even though the project was never concluded, the actual outside look of the palace is greatly changed.

In the XIX century Carlo Alberto set up the Royal Picture Gallery in it and the first Senate of the Kingdom, until 1934 when it became the venue of the Museo Civico di Torino. Since then there have been many restorations works until the end of 2006 when the Palace was reopened  to the public.