Sigma Alpha Epsilon Building is a historic residence located at 24 East Stewart Road on Oak Hill in Columbia, Missouri. It is the chapter house of Sigma Alpha Epsilon at the University of Missouri. The site was recognized by the Columbia Historic Preservation Commission as one of the city's most notable historic properties in 2004. It was listed on the National Register of Historic Places in 2014.

The original house on Oak Hill was platted in Columbia in 1820, and later served as a hospital during the Civil War era. In the late 19th century, Oak Hill became home to the University Military Academy, sometimes known as Welch Military Academy. The academy originally occupied twenty acres centered on an elevated hilltop near the western edge of the University of Missouri. The now defunct Military Academy was chartered in 1894 and operated by John B. Welch. In 1908, construction was completed on a new structure for the Welch Military Academy, built on same site to replace the structure lost to the fire. Welch continued to operate his military academy in the new building until he retired in 1915.

According to the 1922 Savitar (University of Missouri Yearbook), Welch Hall was leased, remodeled, and furnished by the Women's Student Government Association of the University of Missouri in the 1920–21 academic year. It was able to be occupied by the holiday season that year. It was designed to be a co-operative house, the girls living there had direct control of the house under the supervision of the Women's Student Government Association.

In 1926, the building ceased operations as a dormitory, because Mrs. Welch sold the property to local real estate developer Judge Stewart and his sons. They converted the property to a hotel and campground known as Oak Hill Hotel. Sigma Alpha Epsilon purchased the main building and a significant portion of the surrounding land from Stewart on April 29, 1929.

The fraternity renovated the former hotel into its chapter house in 1929, using architect and fraternity brother David Frederick Wallace. Fire destroyed the roof and much of the interior of the structure in 1965, but the house was rebuilt almost exactly and was rededicated in September 1966. Sigma Alpha Epsilon continued to occupy Welch Hall for the rest of the century.

On April 3, 2008 Sigma Alpha Epsilon was suspended by the university for a minimum of four years following a long history of disciplinary violations. As a result of the suspension of its Missouri chapter, the SAE house corporation agreed to lease the chapter house to the Missouri chapter of Acacia fraternity. The parties agreed on a two-year lease with the option of adding an additional two-year extension. Acacia took possession of the property on June 1 of that year. Acacia was unable to fulfill lease conditions, and the fraternity vacated the property in the first year of the lease.

The Missouri chapter of Tau Kappa Epsilon then leased the property beginning in 2009 until SAE returned to campus following their suspension. SAE fraternity returned to the house in the summer of 2012, but was once again suspended in 2018. The Missouri chapter of Alpha Sigma Phi rented the house from 2019 to 2023. The Missouri Alpha chapter of Sigma Alpha Epsilon has taken ownership again and moved into the house in the fall of 2023.

The property was added to the National Register of Historic Places on October 20, 2014 as the Sigma Alpha Epsilon Building.