Originally, it was the club house of YWCA. The purpose of this building is to provide dormitory for European unaccompanied women. The construction project of Helena May Institute was introduced by Lady Helena May, the wife of Governor of Hong Kong, Sir Henry May. The construction was completion in 1916. In the Japanese occupied period during Second World War, it was converted as the clubhouse of Japanese army. The building was declared as declared monument of Hong Kong in 1993.