In 1874 the construction of the new station (from plans by Salvatore Bianchi) was completed and thus the need for a strongly visible connecting link with the city centre came to be of pressing importance: Via Nazionale consequently became a prominent road axis in the new development of the city, with the striking design of Piazza Esedra (then Piazza delle Terme), which in Koch’s project, put into effect between 1886 and 1890, retraced the course of the ancient Roman baths complex of the Thermae Diocletiani, with a reference to ancient Rome that Michelangelo had also proposed for the construction of Santa Maria degli Angeli. Leading off from this grand piazza, which offers a monumental welcome to anyone arriving at the station, the broad Via Nazionale, extended to Piazza Venezia, connected up with the city’s historic centre.

At the time, the choices regarding urban planning, the location of the most important buildings, and the results of the competition gave rise to a heated debate about the construction of a modern city that had, of necessity, to be incorporated within a very complex urban fabric, which risked being drastically breached with every choice. As the mayor, Luigi Pianciani, wrote in 1882, "Rome is the greatest museum in the world, but as a capital city it is not satisfying the needs of the present … It is not a city authority to be administered, it is the greatest of ancient metropolises to be respected, and it is a modern metropolis to be created."

The competition for the Palazzo delle Esposizioni Nazionali di Belle Arti (National Fine Arts Exhibition Building) should be seen within this context: that of planning the construction of particularly representative buildings, and of equipping the city with all the necessary structures for its new function as the capital city. So the desire was to create a building which enhanced the city’s cultural vocation, the first in Italy to be completely devoted to Fine Arts though not actually a museum, which would regularly document past and present artistic history while holding its own against comparison with the other great European models.

An initial competition was announced in 1876, without establishing any designated area but leaving freedom of choice to the planners (some suggested the Piazza del Popolo), and without indicating the amount of money to be allocated to it. It was a very vague announcement which gave few indications of any substance; it states: "The building for the aforesaid national Exhibition, on an area to be designated, should occupy a space of 4,000 square metres, on two floors only, and may be surrounded by gardens." Forty projects were presented, and were displayed at the Collegio Romano. A little more than a year later a second competition was published indicating the area in Via Nazionale considered to be the most suitable area for the representative character that the building was to have, and thus it was no accident that it was located in this important urban area representing the central access route to the historic city centre. Seventy-four projects were presented.

After much controversy, and not without some indecision among the commission judges, the winning place was awarded to the project by Pio Piacentini, labelled with the motto "Sit quod vis simplex et unum" (In the end, make it as you will, as long as it is a simple and unified composition). The construction work only started in 1880 and the building was inaugurated at a solemn ceremony in 1883.

Pio Piacentini was born in Rome in 1846 and during his architectural training at the Accademia di San Luca, of which he later became president, he absorbed that purist tendency which dominated the city under Pio IX. In his projects, as in those of many of his contemporary Roman architects, heirs to an academic culture, attention was given mainly to design, rather than to the urban context in which the building was to be located. Piacentini was aware of this problem as regards the Palazzo delle Esposizioni, however, (the limited space, the restricted margin of access onto the street, the drop down onto Via Nazionale, later accentuated by the construction of  the tunnel) and, as we will see, he later sought to provide solutions that were not implemented.