The first known theatre to be built in Sliema was around 1885. In St Lawrence Street there was a small auditorium called The Melita where dramas and other live shows were performed by Maltese and Italian Companies. Later there were other small theatres built at Għar id-Dud, Tower Road, Strada Tonna and St Publius Street.
In 1907 the Falzon Bothers opened the Prince of Wales at The Strand, where the Square Deal is situated today. In the same year Mr. Alfred Axisa opened the Duke of Edinburgh in St.Anne’s Square. This theatre was later renamed The Majestic and today it has been converted to a drapery store.
This establishment was built with steel frames and iron sheeting. To get to the theatre one had to walk through a tunnel under the Sliema Amateurs Football Club. In the courtyard in front of the entrance there was Zerrek Confectionary and Axisa Photo Studio.
The theatre had a large bar owned by Farsons Breweries, a large stage for live shows and a motion pictures screen. The Theatre could seat around two hundred people with an additional 50 in the balconies above. The Alhambra seen a number of renovations including a total rebuilding after the Second World War.
After the renovations the Alhambra was regarded as one of the top cinemas in Malta. During the ‘70’s the theatre was also used for political rallies and large gatherings. During one of these rallies the gallery had suffered large damage and the theatre was condemned as unsafe and therefore demolished