The first Hong Kong police headquarters was built in 1864 at the junction of Hollywood Road and Wyndham Street — a location that placed it in the heart of early colonial Hong Kong, above the harbour and within reach of the streets most in need of policing. The headquarters moved after World War II, when the occupation had disrupted everything, relocating to the Oriental Emporium on Connaught Road West. In the 1950s, the colonial government allocated newly reclaimed land in Wan Chai for a permanent site. Caine House was completed in 1952, and the headquarters settled at Arsenal Street, where it remains. May House, a companion building, was named for Charles May, the colony's first Captain Superintendent of Police — a man whose title was different from his predecessor Caine's, though both shaped the institution's earliest decades.

The headquarters was never finished in any permanent sense. In September 1987 the Police Married Quarters were demolished. By December 1993 the formal redevelopment project had launched. Arsenal House opened in 1990 in the first phase; its West Wing followed in 1997. By then, May House had aged badly — in April 1997, the Royal Hong Kong Police Force submitted plans for a further alteration costing 230 million Hong Kong dollars to the Provisional Legislative Council's Public Works Subcommittee. The members pushed back, judging the expenditure insufficiently cost-effective. They asked for a long-term plan instead. After further negotiations, May House was demolished and a new main building project launched in 2002. It was completed in 2004 at a cost of two billion dollars, and opened by Chief Executive Donald Tsang on 12 March 2005.

Arsenal House — the newest main building, not to be confused with the earlier Arsenal House that became the East Wing — rises 47 floors and 206 metres in the Wan Chai skyline. It is, by any measure, a skyscraper. The complex now comprises Arsenal House main building, Arsenal House East Wing, Arsenal House West Wing, and Caine House. As of December 2010, 5,202 police officers and 2,032 civilian officers were deployed from this headquarters. Caine House, the oldest building on the site, was re-planned to serve as the Hong Kong Island Regional Headquarters and the Hong Kong Island Emergency Unit Headquarters — the colonial-era structure repurposed for the operational demands of a 21st-century metropolis.

The naming patterns at Arsenal Street are layered with history. William Caine was the founder of the Hong Kong Police Force — a man who arrived in the colony at its very inception and shaped the rough institution that would evolve into one of Asia's largest urban police forces. Charles May, the first Captain Superintendent of Police, has his own thread: the building named for him was eventually torn down in the redevelopment, but his legacy runs through the institution's earliest records. The street name itself — Arsenal Street — recalls the military character of the district, adjacent to the old naval yards that defined Wan Chai's early identity. Every name on every building is a layer of the city's history, compressed into a single Wan Chai block.