The Lesche of the Cnidians was built in the second quarter of the 5th century B.C. in the northeastern corner of the sanctuary of Apollo as an ex-voto by Cnidus, an important city of Asia Minor. It was a rectangular building with an atrium, which hosted two famous paintings by Polygnotus, namely the Capture of Troy and the Nekyia. In the 4th century B.C., along its southern side a wall for placing ex-votos was added.

The Lesche of the Cnidians is one of the most renowned buildings of Delphi, mainly due to the fact that it used to host two famous paintings by the Thasian painter Polygnotos, namely the Capture of Troy and the Nekyia (Ulysses’ visit to the underworld). The paintings were described by Pausanias who visited the monument in the 2nd century A.D. The excavation of the building, which took place in 1894, didn't yield any trace of the paintings.

The Lesche was a rectangular building, measuring 18 x 9.15 meters, with four pillars inside, probably wooden with stone bases. The entrance was located at the centre of the south side. It seems that the central space of the building was uncovered, forming a kind of atrium, unlike the four sides which formed porticoes. The lesche was used for social gatherings, resting and, according to a view, athletic activities taking place in the central atrium.

The building must have been constructed in the second quarter of the 5th century B.C., possibly after the battle of Eurymedon (467 B.C.), which marked the liberation of the Greeks of Asia Minor from the Persians. In the course of the 4th century B.C., at a distance of 3.2 meters from the southern wall, another wall, made of local limestone, was erected in order to better support the building on the steep, sliding earth. A dedicatory inscription related to this fact is preserved on the wall.