The house was built in 1851-52 by Phillip Snowden, who lost it to bankruptcy in 1860. During the Civil War it was used as the residence of Ohio's governor, David Tod. In 1869 David Gray bought it; his family owned it for more than fifty years, giving it the familiar name of the Snowden-Gray Mansion. Over the years it has been a private residence, divided into apartments, and occupied by the Columbus Women's Association (who added the auditorium), a boarding house, and a candy manufacturer. Fires in 1872 and 1965 damaged the structure, but it was always rebuilt, and in 1975 it was placed on the National Register. Restoration work in 1991 revealed that much of the original wallpaper and ornamentation had survived more than a century of wear, as well as both fires.

Kappa Kappa Gamma has used the house at 530 East Town Street as its headquarters since 1951, and over the years many of the women have encountered the Pink Lady. She is thought to be the spirit of Celinda Hatton, caretaker of the upper rooms during the early 1900s, when the Columbus Women's Association rented the top floor to boarders. She checks on the rooms in her pink robe, hurrying down the hall, and is spotted sometimes during Kappa Kappa Gamma's late-night meetings.