The Philharmonic was founded on August 15, 1930, one of the first in Kazakhstan.

Shamshi Kaldayakov is a famous Kazakh composer, People's Artist of Kazakhstan, also known as “the king of Kazakh waltz”. In 1956 the song “My Kazakhstan” was created by the composer. In January 2006 it became the basis of the modern national anthem.

In 2010, during a large-scale reconstruction, the old building was completely demolished, and a new one was erected.

The Philharmonic troupe includes about twenty artists. Its repertoire includes performances in both Kazakh and Russian languages.

The troupe often takes part in local and international festivals, goes on regional tours, shows performances for children. Every year, philharmonic artists give charity concerts for inmates of orphanages and children with disabilities. Also the annual concert in memory of Shamshi Kaldayakov is traditionally held here.

The Philharmonic is one of the most important cultural sites of Shymkent.