The practice of holding military band concerts on the Capitol grounds dates back at least to 1863, when the United States Marine Corps band held concerts on the west side of the Capitol and a space was provided for children who wished to dance. When the west front terrace was built in the 1890s, the concerts were moved to the east front.

Authority for making arrangements for these service band concerts was given to the Architect of the Capitol in 1900. By some point before 1927 both the Marine Corps and Navy bands had performed concerts at the Capitol; in that year, Architect of the Capitol David Lynn requested that the Army band play one night a week during the summer because the other two bands were already scheduled for the season. In 1946 the Air Force band was added to the series.

The concerts continued on the east front until 1959, when they were discontinued due to the east front extension project. They were resumed in 1961 and were moved to the west front in 1974 to better accommodate the crowds. In 1991 work began on the restoration and renovation of the west front terraces, and the concerts moved once again to the east front; they returned to the west front plaza in 2000. The Army, Navy, Marine Corps, and Air Force bands now hold their concerts on alternating days throughout the summer months.