Philharmonic hall was built in 1957 in front of the main entrance to the Park "Lipki" on the Cathedral square. The location of this building was chosen.

Saratov merchant G. V. Ochkin in 1887 at the Novo-Sobornaya square, built a wooden circus building, but eventually, unable to withstand competition from the Nikitin brothers (the founders of the Russian circus), rebuilt the premises for concert and called him a "Renaissance". Ownership of a merchant is allowed to arrange next to the hall garden for walks of the public and to open a restaurant with a large stage for a pleasant pastime in summer. Rumors about the entertainment school Occena spread throughout Russia. Writers and journalists of that time vividly described the Saratov school choir, sansonetti singers, music, storytellers and couplets.

In 1904, the son of the founder, N. G.Ochkin, constructed a new building of the Opera theatre next to the "Renaissance" in the eclectic style by the famous architect. In a large stone house with a three-tiered room with a hundred seats, excellent acoustics and a good scene took place in an operatic production. A new Opera house "Renaissance" at the time, was the most popular in Saratov. In 1920 the theatre was burned, and in its ruins until 1934 was used as a club of the NKVD.

From 1952 to 1957 on the former possessions Ocking built Philharmonic hall, which was located earlier in the Lutheran Church on the street Radishcheva opposite the Conservatoire (now it is the case of the Agricultural University). In 2001, the Philharmonic was named after the famous composer Alfred Schnittke.

Over the past half century, the Philharmonic became the main cultural center of the city. There are major festivals and regular concerts of the Symphony orchestra.