Completed in 1903, the naming of this historic hotel at 62 Great Western Highway reflects the contemporary popularity of King Edward VII's wife, Queen Alexandra, in the years immediately following Queen Victoria's death. It was built on land offering fine views over the Leura Gap by a Mr Kensett who aspired to the construction of 'a first class residential hotel'.

The spacious and gracious design was executed by local architect F.C. Goyder, His design was an adaptation of the Queen Anne style with a 26-metre front balcony offering excellent views, 22 bedrooms with electric service bells, three bathrooms offering hot water, a large dining room, smoking room, recreation room, drawing room, fine interior arches and an admirable staircase made of kauri pine. Today The Alex stands elegantly with the original features, the only licensed hotel in Leura.