It was designed in the early 1900s by the architect Dario Carbone and constructed on the Via del Corso as Galleria Colonna (named after the homonymous square which stands across the Via del Corso). It was built on the site of Palazzo Piombino and inaugurated in 1922. The building is in the Art Nouveau style. In 2003, following an accurate restoration, the then Mayor Walter Veltroni decided to rename the Galleria after the popular Roman actor Alberto Sordi, deceased that year, as Sordi had started his career in a theatre, Teatro Galleria, which was part of the building. The restored gallery was re-inaugurated with its new name on 30 October 2003.
- M. Silvia Di Battista. Roma: guida alle curiosità. Per le vie del centro. GoWare, 2016. ISBN 8867975188.
- Giulia Fiore Coltellacci. 365 giornate indimenticabili da vivere a Roma. Newton Compton Editori, 2014. ISBN 8854170623.
- Giovanna Vitale (3 March 2003). "Auditorium, l' addio a Sordi". La Repubblica. Retrieved 25 May 2016.
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