The U.S. Bullion Depository was constructed in 1936 on property set aside by Fort Knox. The Director of the Mint, U.S. Treasury, was placed in charge of the Depository. It received its first shipment of gold in 1937 under the security of 7th Cavalry Brigade.

In addition to gold, the Depository has stored important documents, including the Declaration of Independence, the U.S. Constitution, the Articles of Confederation, Lincoln's Gettysburg address, Lincoln's second inaugural address, three volumes of the Gutenberg Bible, and the Magna Carta.

The building is listed on the National Register of Historic Places.