Most Kalamazoo Philharmonia performances take place in the Kalamazoo College Light Fine Arts Building, which was completed in 1964 and is named for the Richard U. Light family. Of special interest is the large stained glass work in the lobby of the Fine Arts Building. It was designed and created by Fritz Bultmann, an internationally recognized artist who died shortly after the completion of the work in 1985. It was his last and most major work. Dalton Theatre is the largest theater in the Light Fine Arts Building; the entrance is located in the main atrium.

The Building is located at the Northeastern corner of Thompson and Academy Street on the Kalamazoo College campus. Parking can be found in a lot on Thompson Street (open to the public on weekends and after 5:00 p.m. on weekdays) as well as on the adjoining streets.