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The air-raid shelter, realistically built around 1940-1942, when the fear of air raids on the Capital began to become more concrete, was for the exclusive use of the Royal family. In an unusual choice, the site for the bunker was located north of the Palazzina Reale, at a distance of about 350 metres as the crow flies. The designers were able to take advantage of the change in altitude due to the presence of a small hill, the so-called Colle delle Cavalle Madri.

The bunker was therefore dug into the tufa bank of the hill, perhaps partly exploiting existing quarry spaces. In this way, access was at level, without having to climb stairs or ramps. The main feature of the bunker, thanks to this characteristic, was that it could accommodate cars inside. The distance from the residence made it necessary to reach the bunker, certainly not on foot, which would have been very risky during an air raid. A short trip by car, first heading north, leaving the stables to the right, and then descending westwards along a winding road, made it possible to get there in no more than 2-3 minutes.
The structure is more or less circular in shape and covers more than 200 m2 underground. Access to the hut was through a short, double-curved tunnel: one then found oneself in front of a massive double door, the driveway entrance to the hut. The two doors, still in place, weigh about 1,200 kg each and were made by pouring cement inside the 20 cm thick iron door. On the left, an armoured door gave access to a first room and then, through an anti-gas door, to a second room, the real heart of the bunker: this is a high-pressure chamber on the German model, equipped with an effective filter system for purifying and changing the air and an autonomous system that allowed, even in the absence of electricity or malfunctioning motors, to guarantee the functioning of the ventilation and filtering system thanks to a system driven by human propulsion, through kinetic energy created by pedalling on a sort of "bicycle". These systems were identified as "pedal-operated electric fans".
Two bathrooms, an antechamber and two service rooms complete the shelter.
In all the rooms, the care with which it was built and the evident references, both in the use of materials and in some details, to the rationalist architecture typical of the period are astonishing.
The bunker had a secondary escape route: there are 40 steps up the splendid travertine spiral staircase to reach a small cylindrical brick structure with a mushroom-shaped roof, located at the top of the hill. Next to it there is a structure made of concrete slabs; this is a real "shield" protecting the underground areas, perfectly camouflaged thanks to the surrounding thick vegetation made up of tall maritime pines that, with their wide foliage, contributed perfectly to the purpose. For further camouflage, the shield was also covered with a piece of tuff, perhaps extracted during the construction of the shelter. The slabs were supported by slender brick walls, into which large arches opened; at the moment of explosion, the walls would have given way, cushioning the impact of the bombs and creating a cushion effect.
Protection from gas was provided by rubber seals, which were fitted to all the doors, including the large driveway door. On some doors the seals are miraculously still in place.