Conservatory Average Cost. The cost of a conservatory varies widely depending on the design, local labor and material costs, and other factors. Before you begin conservatory construction, check with the local planning department to find out what permits you may need.1  Conservatory costs start at around $7,500 to $15,000.2  The average cost of a conservatory is $10,000 to $30,000. 3  A conservatory could cost as much as $40,000 to $80,000 or more.onservatory Prices. Conservatories in American homes have their origins in Europe, where the structures were originally built by the wealthy to cultivate fruits from warmer climates.