Cosimo Fanzago built the Palazzo Zevallos sometime between 1637 and 1639 at the will of Giovanni Zevallos. In 1653 it became the property of Giovanni Vandeneyen the merchant, and in 1688 it was bought by the Colonna family who were then the Princes of Stigliano. Between the end of the 19th Century and at the beginning of the 20th Century the Palazzo belonged to the Banca Commerciale Italiana and was restructured by Luigi Platania covering the courtyard with a decorated skylight.