The Kentucky State Capitol is located in Frankfort and is the house of the three branches (executive, legislative, judicial) of the state government of the Commonwealth of Kentucky. The building is listed on the National Register of Historic Places.

The building is currently closed to the public due to renovations. While the surrounding grounds and monuments remain open, the structure is estimated to remain closed until 2029.

From 1792 to 1830, two buildings were used as the capitol, both of which burned completely.

In 1830, another capitol was built and was used until 1910. During a bitterly contested 1899 state governor election, Democratic Party claimant William Goebel was assassinated at the capitol on his way to be inaugurated. The need for a larger building for a growing state government resulted in the replacement of that capitol building, which is now a museum operated by the Kentucky Historical Society.

In 1904, the Kentucky General Assembly chose Frankfort (rather than Lexington or Louisville) as the location for the state capital and appropriated $1 million for the construction of a permanent state capitol building, to be located in southern Frankfort. The official ground-breaking was August 14, 1905 and construction was completed in 1909 at a cost of $1,180,434.80. The building was dedicated on June 2, 1910.

The capitol was designed by Frank Mills Andrews, a distinguished and award-winning architect. He used the Beaux-Arts style and included many classical French interior designs. The staircases, for example, are replicas of those of the Opéra Garnier in Paris.

Between 1912 and 1963, five statues of historical figures from Kentucky were erected in the rotunda of the capitol. The first was a bronze statue of Abraham Lincoln, which was donated in 1912. Statues of Henry Clay and Ephraim McDowell were added in 1930. Both of these are the bronzed plaster models used for the bronze statues that represent Kentucky in the National Statuary Hall in the U.S. Capitol in Washington, D.C. In 1936, a marble statue of Jefferson Davis, president of the Confederate States of America, was placed in the rotunda. The statue of Davis was paid for by both donations and public funds, and erected under the auspices of the United Daughters of the Confederacy. The Kentucky General Assembly voted to fund a bronze statue of Alben Barkley, former Vice President of the United States, and it was added to the rotunda in 1963.

In 2018, a plaque in front of the statue of Jefferson Davis, which referred to Davis as a "patriot" and a "hero", was removed by the Kentucky Historic Properties Commission. On June 4, 2020, Governor Andy Beshear stated that he believed the statue of Davis should be removed. On June 13, 2020, the Kentucky Historic Properties Commission voted 11–1 to remove the statue from the Capitol. The Davis statue was to be moved to the Jefferson Davis Monument State Historic Site situated in Fairview, Kentucky, the birthplace of Davis.