Columbia Park was built in 1901 by the Philadelphia Athletics when the team was established, in the creation of the American League. The site was a vacant lot on which manager and part-owner Connie Mack obtained a ten-year lease. It occupied the block bordered by North 29th Street, West Oxford Street, North 30th Street, and Columbia Avenue (later renamed Cecil B. Moore Avenue, in honor of the civil rights leader). The park was built by contractor James B. Foster, at a cost of $35,000.

The stadium was small and originally had a seating capacity of only 9,500. This was increased to 13,600 by the addition of bleacher seating in the outfield. During some sold out games, unofficial additional seating could be found on top of the adjoining homes. There was only one dressing room, for the home team; visiting teams had to change at their hotels. Although the ballpark was in Philadelphia's Brewerytown section, beer sales were prohibited.

The opening game in Columbia Park was held on April 26, 1901, after the first two games were rained out. The Athletics played the Washington Senators in front of a crowd of 10,524, with some fans standing on the outfield walls and the roofs of nearby houses. The Athletics lost 5-1, despite three hits by second baseman Nap Lajoie.

Following their successful 1902 season, the Athletics built a narrow upper deck on the rooftop of the ballpark.

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