Philharmonic Hall was built in 1957 opposite the main entrance to the park "sticky" on Cathedral Square. The location of this building was chosen by chance.

Saratov merchant G.V.Ochkin in 1887 at the New Cathedral Square built a wooden building of the circus, but eventually, unable to withstand competition from the Nikitin brothers (founders of the Russian circus), rebuilt the premises for a concert hall and called him a "Renaissance". Languages ​​merchant allowed to arrange the garden next to the hall for the public festivities and open a restaurant with a large stage to have fun in the summer. Rumors about places of entertainment Ochkina spread throughout Russia. The writers and journalists of that time vividly described Saratov institution with a chorus shansonetnymi singers, music, storytellers and kupletistov.

In 1904, the founder's son, N.G.Ochkin, built a new opera house near the "Renaissance" in the eclectic style by the famous architect. In a large stone house with a three-tiered hall for nine seats, excellent acoustics and good stage opera performances were held. The new opera house "Renaissance" at the time was the most popular in Saratov. In 1920 the theater burned down, and its ruins until 1934 housed the NKVD club.

From 1952 to 1957 in the former possessions Ochkin Philharmonic building is constructed, it was situated in the former Lutheran church on the street in front Radishcheva Conservatory (now this place is the body of the Agrarian University). In 2001, the Philharmonic was named after the famous composer Alfred Schnittke.

Over the past half-century Philharmonic became a major cultural center. There are major festivals and regular concerts of the symphony orchestra.