The Roundhouse was built by members of the Monmouth Picnic Club or Kymin Club, a group of Monmouth's gentlemen, led by Philip Meakins Hardwick. The members of the Kymin Club were drawn from the principal Gentlemen of Monmouth and its vicinity, and met each week for the purpose of dining together, and spending the day in a social and friendly manner. The Roundhouse was constructed to provide security from the inclemency of the weather and the subscription list for funding was headed by the local landowner, the Duke of Beaufort, and eight Members of Parliament. Construction began in 1794 and the local author and artist Fred Hando records that the building was completed within two years. The building was sited to take advantage of the views and the Monmouth antiquarian and publisher Charles Heath recorded in his 1807 history; Descriptive Account of the Kymin Pavilion and Beaulieu Grove with their various views; also a description of the Naval Temple that ten counties could be seen from the Roundhouse; (Gloucestershire, Monmouthshire, Glamorganshire, Breconshire, Montgomeryshire, Worcestershire, Herefordshire, Radnorshire, Shropshire and Somerset). A telescope by Peter Dollond was fitted in the upper room and Heath detailed a large number of the sights that could be viewed from the five windows..