The first pavilion was built on the shore of Lake Como in St. Paul in 1894. The wooden pavilion was host to many musicians that would play while crowds of hundreds listened from boats on the lake or from the shore. A new concrete pavilion was built by the St. Paul City Railway in 1905 and was completed in time for the opening of the 1906 concert season. Leftover materials were used to construct a pergola off the west end of the pavilion. In 1907, a new bandstand that extended out onto the lake on piers was constructed, replacing an old music float. The lower level of the pavilion was used as a warming house for ice skaters in the winter. The pavilion was abandoned around 1990 and sat empty for two years before the St. Paul Parks and Recreation Department decided the building was too costly to repair and set a date for demolition in 1992. A nearly-exact replica was built on the same site using the original 1905 blueprints, minus the bandstand.

Nearby, the St. Paul City Railway constructed a streetcar line to Como Park in 1892. In 1905 the company was allowed to continue the line through the park. In return for the allowance, they constructed a pretty stone streetcar station to replace an earlier open-sided building the same year. The streetcar line connected Como Park to the rest of the streetcar system, as well as to a direct line between the park and Lake Harriet in Minneapolis.